Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

DOI10.1109/TSP.2013.2272924zbMath1394.94815MaRDI QIDQ4578828

Olivier Besson, Yuri I. Abramovich

Publication date: 22 August 2018

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Sampling theory in information and communication theory (94A20)

Related Items (3)

Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions ⋮ Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals ⋮ Robust spiked random matrices and a robust G-MUSIC estimator

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