On Estimation of Covariance Matrices With Kronecker Product Structure

DOI10.1109/TSP.2007.907834zbMath1390.94472OpenAlexW2077813311WikidataQ62585992 ScholiaQ62585992MaRDI QIDQ4567649

Petre Stoica, Magnus Jansson, Karl Werner

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2007.907834

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Matrix equations and identities (15A24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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