Shrinkage Algorithms for MMSE Covariance Estimation

DOI10.1109/TSP.2010.2053029zbMath1392.94142arXiv0907.4698MaRDI QIDQ4570555

Ami Wiesel, Yilun Chen, Alfred O. III Hero, Yonina C. Eldar

Publication date: 9 July 2018

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

Full work available at URL: https://arxiv.org/abs/0907.4698

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

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

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