S³: Algorithmes d’Estimation et de Détection en contexte Hétérogène Rang Faible

Séminaire le 6 Novembre 2015, 10h30 à CentraleSupelec (Gif-sur-Yvette) Salle des séminaires du L2S
A. Breloy, Ecole Normale Supérieure de Cachan, FR

Covariance Matrix (CM) estimation is an ubiquitous problem in statistical signal processing. In terms of application purposes, the accuracy of the CM estimate directly impacts the performance of the considered adaptive process. In the context of modern data-sets, two major problems are currently at stake:

- Samples are often drawn from heterogeneous (non gaussian) distributions.
- Only a low sample support is available.

To respond to these problems, one has to develop new estimation tools that are based on an appropriate modeling of the data.

Bio: Arnaud Breloy graduated from Ecole Centrale Marseille and recived a Master's degree of Signal and Image Processing from university of Aix-Marseille in 2012-13. Formerly Ph.D student at the SATIE and SONDRA laboratories, he is currently lecturer at University Institute of Technology of Ville d’Avray. His research interests focuses on statistical signal processing, array and radar signal processing, robust estimation methods and low rank methods.