Support estimation of a sample space-time covariance matrix

Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Samuel D. Somasundaram, Stephan Weiss

Research output: Contribution to conferencePaperpeer-review

23 Downloads (Pure)


The ensemble-optimum support for a sample space-time covariance matrix can be determined from the ground truth space-time covariance, and the variance of the estimator. In this paper we provide approximations that permit the estimation of the sample-optimum support from the estimate itself, given a suitable detection threshold. In simulations, we provide some insight into the (in)sensitivity and dependencies of this threshold.
Original languageEnglish
Number of pages5
Publication statusAccepted/In press - 1 Mar 2019
EventSensor Signal Processing for Defence 2019 - Brighton, United Kingdom
Duration: 9 May 201910 May 2019


ConferenceSensor Signal Processing for Defence 2019
Abbreviated titleSSPD'19
Country/TerritoryUnited Kingdom


  • space-time covariance matrix
  • parahermitian matrix
  • cross-correlation
  • estimation

Cite this