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Journal ArticleDOI

SPICE: A Sparse Covariance-Based Estimation Method for Array Processing

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TLDR
This paper presents a novel SParse Iterative Covariance-based Estimation approach, abbreviated as SPICE, to array processing, obtained by the minimization of a covariance matrix fitting criterion and is particularly useful in many- snapshot cases but can be used even in single-snapshot situations.
Abstract
This paper presents a novel SParse Iterative Covariance-based Estimation approach, abbreviated as SPICE, to array processing. The proposed approach is obtained by the minimization of a covariance matrix fitting criterion and is particularly useful in many-snapshot cases but can be used even in single-snapshot situations. SPICE has several unique features not shared by other sparse estimation methods: it has a simple and sound statistical foundation, it takes account of the noise in the data in a natural manner, it does not require the user to make any difficult selection of hyperparameters, and yet it has global convergence properties.

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Guaranteed Localization of More Sources Than Sensors With Finite Snapshots in Multiple Measurement Vector Models Using Difference Co-Arrays

TL;DR: This paper develops uniform upper bounds on the estimation error that is obeyed by any algorithm belonging to this family of correlation-aware optimization problems, and establishes rigorous probabilistic support recovery guarantees in the regime.
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Grid Evolution Method for DOA Estimation

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Proceedings ArticleDOI

A compact formulation for the l21 mixed-norm minimization problem

TL;DR: For the special case of uniform linear sampling, this work presents an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming, and derives in this case from the compact problem formulation the exact equivalence between the ℓ2,1 mixed- norm minimization and the atomic-norm minimization.
Journal ArticleDOI

Sparse Bayesian learning for off-grid DOA estimation with nested arrays

TL;DR: A new data model formulation is presented, in which the noise variance is taken as a part of the unknown signal of interest, so as to learn its value by the Bayesian inference inherently.
Journal ArticleDOI

Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure

TL;DR: This work proposes a new COCA estimator-a convex relaxation which can be efficiently solved and proves that the relaxation is tight in the unconstrained case for a finite number of samples, and in the constrained case asymptotically.
References
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Regression Shrinkage and Selection via the Lasso

TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.
Journal ArticleDOI

Using SeDuMi 1.02, a MATLAB toolbox for optimization over symmetric cones

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Spectral analysis of signals

TL;DR: 1. Basic Concepts. 2. Nonparametric Methods. 3. Parametric Methods for Rational Spectra.
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