Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals

Romain Couillet, Abla Kammoun, Frédéric Pascal

A central limit theorem for bilinear forms of the type $a^{\ast }{\hat{C}}_N(\rho {)}^{-1}b$, where $a,b\in {\mathbb{C}}^N$ are unit norm deterministic vectors and ${\hat{C}}_N(\rho )$ a robust-shrinkag…