Semiparametric Slepian-Bangs Formula for Complex Elliptically Symmetric Distributions
Signal Processing
2019-02-26 v2
Abstract
This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cram\'{e}r-Rao Bound (SCRB), related to the proposed SSB formula, provides a lower bound on the Mean Square Error (MSE) of \textit{any} robust estimator of a parameter vector parameterizing the mean vector and the scatter matrix of the given CES-distributed vector in the presence of an unknown, nuisance, density generator.
Cite
@article{arxiv.1807.08936,
title = {Semiparametric Slepian-Bangs Formula for Complex Elliptically Symmetric Distributions},
author = {Stefano Fortunati and Abdelhak M. Zoubir and Fulvio Gini and Maria S. Greco},
journal= {arXiv preprint arXiv:1807.08936},
year = {2019}
}
Comments
This letter has been merged with another letter and resubmitted as a full IEEE TSP paper