Support Estimation of a Sample Space-Time Covariance Matrix
Connor Delaosa, Jennifer Pestana, N J Goddard, Samuel D. Somasundaram, Stephan Weiss · 2019
The ensemble-optimum support for a sample space-time covariance matrix can be determined from the ground truth space-time covariance, and the variance of the estimator. In this paper we provide approximations that permit the estimation of the sample-optimum support from the estimate itself, given a suitable detection threshold. In simulations, we provide some insight into the (in)sensitivity and dependencies of this threshold.