A method for enhanced Capon beamforming, referred to herein as an advanced robust Capon beamformer (advanced RCB), includes the steps of providing a sensor array including a plurality of sensor elements, wherein an array steering vector corresponding to a signal of interest (SOI) is unknown. The array steering vector is represented by an ellipsoidal uncertainty set. A covariance fitting relation for the array steering vector is bounded with the uncertainty ellipsoid. The matrix fitting relation is solved to provide an estimate of the array steering vector.
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