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X-ORIGINAL-URL:https://www.informatikaustria.at
X-WR-CALDESC:Veranstaltungen für Informatik Austria
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DTSTART:20190331T010000
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DTSTART:20191027T010000
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DTSTART;TZID=Europe/Berlin:20190522T110000
DTEND;TZID=Europe/Berlin:20190522T123000
DTSTAMP:20221126T175643
CREATED:20190507T114855Z
LAST-MODIFIED:20190507T114855Z
UID:2771-1558522800-1558528200@www.informatikaustria.at
SUMMARY:Estimating Space-Time Covariance from Finite Sample Sets
DESCRIPTION:Dr. Stephan Alexander Weiss \nCovariance matrices are central to many adaptive filtering and optimisation problems. In practice\, they have to be estimated from a finite number of samples; on this\, I will review some known results from spectrum estimation and multiple-input multiple-output communications systems\, and how properties that are assumed to be inherent in covariance and power spectral densities can easily be lost in the estimation process. I will discuss new results on space-time covariance estimation\, and how the estimation from finite sample sets will impact on factorisations such as the eigenvalue decomposition\, which is often key to solving the introductory optimisation problems. The purpose of the presentation is to give you some insight into estimating statistics as well as to provide a glimpse on classical signal processing challenges such as the separation of sources from a mixture of signals. \nStephan Weiss. I am a Professor at the University of Strathclyde and head its Centre for Signal & Image Processing. My particular interests are adaptive filtering and array signal processing.
URL:https://www.informatikaustria.at/event/estimating-space-time-covariance-from-finite-sample-sets/
LOCATION:B02.1.59
CATEGORIES:AAU Klagenfurt
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