Forward-only and forward-backward sample covariances -- a comparative study.
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Publication:1960620
DOI10.1016/S0165-1684(99)00037-7zbMath1051.62514WikidataQ62586032 ScholiaQ62586032MaRDI QIDQ1960620
Publication date: 12 January 2000
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00037-7
Performance analysis; Capon method; Centro-Hermitian matrix; Direction estimation; Forward-backward sample covariance; Forward-only sample covariance; Maximum likelihood method
62H12: Estimation in multivariate analysis
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
62B10: Statistical aspects of information-theoretic topics
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