An EL Approach for Similarity Parameter Selection in KA Covariance Matrix Estimation

This letter deals with similarity parameter selection for knowledge-aided covariance matrix estimation in adaptive radar signal processing. Starting from the observation that the maximum likelihood estimate of the interference covariance matrix under a similarity constraint admits a closed-form expression, which depends on the similarity parameter, an adaptive procedure is devised to get a parameter free estimator. The technique is based on the expected likelihood principle and requires the solution of an implicit equation, which can be efficiently pursued via the bisection method due a monotonicity property. The analysis of the estimator, conducted also in comparison with the counterpart based on the cross-validation method confirms its effectiveness in terms of both performance and computational complexity.