Low rank regularized ML estimation of structured covariance matrix

Abstract

In this paper, we propose a disturbance covariance matrix estimation method for radar signal processing when the number of training samples is severely limited. Several maximum likelihood (ML) estimation methods based on the structured of the covariance matrix, which is modeled as a sum of an unknown positive semi-definite Hermitian matrix and a matrix proportional to identity, have been proposed to solve the problem. Based on the covariance structure, we incorporate additional constraint on the low rank property of the covariance matrix, and propose a low rank regularized ML estimation method for covariance matrix estimation. The low rank is achieved by solving a reweighted trace minimization problem. Experimental results demonstrate the effective of the proposed method, both in the accuracy of rank estimation and the improvement of signal interference and noise ratio (SINR).