Maximum likelihood estimation of structured persymmetric covariance matrices

DOI10.1016/S0165-1684(02)00450-4MaRDI QIDQ947372zbMATH OpenOpenAlexFDO

Authors Antonio De Maio

Publication date 2 October 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(02)00450-4

zbMATH Keywords

adaptive detectioncovariance estimationpersymmetric matrices

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

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Cited in

(8)

• Estimation of structured covariances with application to array beamforming
• On eigenvalues decomposition estimators of centro-symmetric covariance matrices
• Covariance structures for multidimensional data
• On the estimation of structured covariance matrices
• Marginal permutation invariant covariance matrices with applications to linear models
• Computationally efficient maximum likelihood estimation of structured covariance matrices
• On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
• Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis

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