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

DOI10.1109/TSP.2008.927464zbMATH Open1390.94135OpenAlexW2113007636WikidataQ125100806 ScholiaQ125100806MaRDI QIDQ4569088FDOQ4569088

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

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