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In this paper, we consider the problem of robustly estimating a structured covariance matrix (CM). Specifically, we focus on CM structures that involve Kronecker products of low rank matrices, which often arise in the context of array processing (e.g. in MIMO-Radar, COLD array, and STAP). To tackle this problem, we derive a new Constrained Tyler's Estimators (CTE), which is defined as the minimizer...
This paper addresses the problem of the clutter subspace projector estimation in the context of a disturbance composed of a low rank heterogeneous (Compound Gaussian) clutter and white Gaussian noise. We derive two algorithms based on the block majorization-minimization framework to reach the maximum likelihood estimator of the considered model. These algorithms are shown to be computationally faster...
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