activity
20122025
most citedRegularized -estimators of scatter matrix

120 citations · 313 across the 25 of their papers we have counts for

collaborators

29 papers

eess.SP2025

Beamforming design for minimizing the signal power estimation error

Esa Ollila, Xavier Mestre, Elias Raninen

We study the properties of beamformers in their ability to either maintain or estimate the true signal power of the signal of interest (SOI). Our focus is particularly on the Capon…

stat.ME2023

Affine equivariant Tyler's M-estimator applied to tail parameter learning of elliptical distributions

Esa Ollila, Daniel P. Palomar, Frederic Pascal

We propose estimating the scale parameter (mean of the eigenvalues) of the scatter matrix of an unspecified elliptically symmetric distribution using weights obtained by solving Ty…

stat.ML2023

Regularized EM algorithm

Pierre Houdouin, Esa Ollila, Frederic Pascal

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of proble…

math.ST2023

Robust and Sparse M-Estimation of DOA

Christoph F. Mecklenbräuker, Peter Gerstoft, Esa Ollila +1

A robust and sparse Direction of Arrival (DOA) estimator is derived for array data that follows a Complex Elliptically Symmetric (CES) distribution with zero-mean and finite second…

stat.ME2021

Regularized tapered sample covariance matrix

Esa Ollila, Arnaud Breloy

Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamf…

math.ST2021★ 3 cited

On the variability of the sample covariance matrix under complex elliptical distributions

Elias Raninen, Esa Ollila, David E. Tyler

We derive the form of the variance-covariance matrix for any affine equivariant matrix-valued statistics when sampling from complex elliptical distributions. We then use this resul…