TABLE III.

EMSEs of Different Covariance Estimation Methods for Two Signals with Randomly Varying Covariance (Unit: Decibels)

Methods	$f_c=0.005$
	SNR = 0	SNR = 5	SNR = 10	SNR = 20
LPR ($p=1$, $h=2$)	−39.98	−46.13	−51.67	−61.75
LPR ($p=1$, $h=4$)	−43.31	−49.63	−55.06	−65.09
LPR ($p=1$, $h=8$)	−46.20	−52.76	−57.98	−67.87†
LPR ($p=1$, $h=16$)	−48.76	−55.53†	−59.98†	−65.95
LPR ($p=1$, $h=22$)	−49.99†	−54.48	−55.51	−56.20
LPR-ICI ($p=0$)	−49.21	−54.59	−57.61	−63.14
LPR-ICI ($p=1$)	−49.27*	−55.08*	−58.68*	−66.88*
LPR-ICI ($p=2$)	−42.51	−48.44	−53.85	−63.92
LPR w. plug-in ($p=1$)	−49.14	−55.20	−59.49	−67.79
Methods	$f_c=0.01$
	SNR = 0	SNR = 5	SNR = 10	SNR = 20
LPR ($p=1$, $h=2$)	−40.41	−46.66	−51.92	−62.10
LPR ($p=1$, $h=4$)	−43.79	−49.98	−55.28	−65.34
LPR ($p=1$, $h=8$)	−46.76	−52.83	−57.92†	−65.55†
LPR ($p=1$, $h=16$)	−48.87†	−53.38†	−55.94	−57.32
LPR ($p=1$, $h=22$)	−46.70	−47.75	−48.08	−48.19
LPR-ICI ($p=0$)	−47.74	−51.67	−55.35	−59.91
LPR-ICI ($p=1$)	−47.89*	−52.47*	−56.81*	−64.36*
LPR-ICI ($p=2$)	−42.94	−48.85	−54.02	−64.07
LPR w. plug-in ($p=1$)	−48.34	−53.60	−58.04	−65.36
Methods	$f_c=0.02$
	SNR = 0	Methods	SNR = 0	Methods
LPR ($p=1$, $h=2$)	−27.82	−33.86	−39.36	−49.44
LPR ($p=1$, $h=4$)	−31.17	−37.27	−42.70	−51.81†
LPR ($p=1$, $h=8$)	−33.99	−39.42†	−43.19†	−45.94
LPR ($p=1$, $h=16$)	−34.07†	−36.10	−36.73	−36.95
LPR ($p=1$, $h=22$)	−30.77	−31.20	−31.30	−31.32
LPR-ICI ($p=0$)	−32.92	−36.38	−39.41	−43.10
LPR-ICI ($p=1$)	−33.17*	−37.10*	−40.95	−47.46
LPR-ICI ($p=2$)	−30.10	−35.92	−41.13*	−50.75*
LPR w. plug-in ($p=1$)	−33.59	−38.85	−43.55	−51.74
Methods	$f_c=0.005$
	SNR = 0	SNR = 5	SNR = 10	SNR = 20
LPR ($p=1$, $h=2$)	−18.75	−24.77	−30.37	−39.45†
LPR ($p=1$, $h=4$)	−21.80	−27.07†	−30.69†	−33.24
LPR ($p=1$, $h=8$)	−22.10†	−24.19	−24.87	−25.13
LPR ($p=1$, $h=16$)	−20.97	−21.66	−21.83	−21.90
LPR ($p=1$, $h=22$)	−20.81	−21.19	−21.27	−21.30
LPR-ICI ($p=0$)	−21.43	−22.87	−24.97	−25.14
LPR-ICI ($p=1$)	−21.54*	−23.52	−27.53	−32.04
LPR-ICI ($p=2$)	−20.61	−25.76*	−30.32*	−34.48*
LPR w. plug-in ($p=1$)	−21.03	−25.93	−30.96	−38.64

^†The minimum EMSE of LPR over all fixed bandwidths under one certain SNR is marked with.

^*The minimum EMSE of LPR-ICI over all model orders under one certain SMR is marked with.