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• W2765209993 abstract "This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise, with unknown parameters. The main difficultly for estimating the model order lies into the noise correlation, namely the scatter matrix of the corresponding CES distribution. In this work, to tackle that problem, one adopts a two-step approach: first, we develop two different methods based on a Toeplitz-structured model for estimating this unknown scatter matrix and for whitening the correlated noise. Then, we apply Maronna's $M$-estimators on the whitened signal to estimate the covariance matrix of the decorrelated signal in order to estimate the model order. The proposed methodology is based both on robust estimation theory as well as large Random Matrix Theory, and original results are derived, proving the efficiency of this methodology. Indeed, the main theoretical contribution is to derive consistent robust estimators for the covariance matrix of the signal-plus-correlated noise in a large dimensional regime and to propose efficient methodology to estimate the rank of signal subspace. Finally, as shown in the analysis, these results show a great improvement compared to the state-of-the-art, on both simulated and real hyperspectral images." @default.
• W2765209993 created "2017-11-10" @default.
• W2765209993 creator A5022689387 @default.
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• W2765209993 date "2017-10-18" @default.
• W2765209993 modified "2023-10-17" @default.
• W2765209993 title "Robust Model Order Selection in Large Dimensional Elliptically Symmetric Noise" @default.
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• W2765209993 hasPublicationYear "2017" @default.
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