Exact Maximum Likelihood Estimates for SIRV Covariance Matrix: Existence and Algorithm Analysis

DOI10.1109/TSP.2008.927464MaRDI QIDQ4569088zbMATH OpenOpenAlexWikidataFDO

Authors Frédéric Pascal, Yacine Chitour

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.2008.927464

Mathematics Subject Classification ID

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

Cited in

(3)

• A concentration of measure and random matrix approach to large-dimensional robust statistics
• Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis
• Statistical analysis of the covariance matrix MLE in K-distributed clutter

This page was built for publication: Exact Maximum Likelihood Estimates for SIRV Covariance Matrix: Existence and Algorithm Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4569088)