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Error Propagation of Capon’s Minimum Variance Estimator

Authors :
S. Toepfer
Y. Narita
D. Heyner
U. Motschmann
Source :
Frontiers in Physics, Vol 9 (2021)
Publication Year :
2021
Publisher :
Frontiers Media S.A., 2021.

Abstract

The error propagation of Capon’s minimum variance estimator resulting from measurement errors and position errors is derived within a linear approximation. It turns out, that Capon’s estimator provides the same error propagation as the conventionally used least square fit method. The shape matrix which describes the location depence of the measurement positions is the key parameter for the error propagation, since the condition number of the shape matrix determines how the errors are amplified. Furthermore, the error resulting from a finite number of data samples is derived by regarding Capon’s estimator as a special case of the maximum likelihood estimator.

Details

Language :
English
ISSN :
2296424X
Volume :
9
Database :
Directory of Open Access Journals
Journal :
Frontiers in Physics
Publication Type :
Academic Journal
Accession number :
edsdoj.b382bd35d33426bbdc21fdf636dd75f
Document Type :
article
Full Text :
https://doi.org/10.3389/fphy.2021.684410