Forward-only and forward-backward sample covariances -- a comparative study.

DOI10.1016/S0165-1684(99)00037-7zbMath1051.62514WikidataQ62586032 ScholiaQ62586032MaRDI QIDQ1960620

Petre Stoica, Magnus Jansson

Publication date: 12 January 2000

Published in: Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Performance analysis; Capon method; Centro-Hermitian matrix; Direction estimation; Forward-backward sample covariance; Forward-only sample covariance; Maximum likelihood method

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

62B10: Statistical aspects of information-theoretic topics

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