Robustness in a GARCH based DOA Estimation

The robustness of a GARCH based DOA estimation method is considered. As it is shown, the GARCH time series has ability to background noise modeling and GARCH(1,1) is useful in the estimation of direction-of-arrivals of sources. This paper presents the theoretical and simulation robustness of the proposed method using M-estimator approach. We show the performance of the normalized functions in terms of the additive impulsive noise and the changing likelihood function versus different coefficients and kurtosis. The logarithmic attenuation compensates the impulsiveness in noise and robustness of method is shown.

کلیدواژه های Robustness in a GARCH based DOA Estimation:

DOA Estimation ، GARCH ، Robustness ، Maximum Likelihood ،