Joint Estimation of Inverse Covariance Matrices Lying in an Unknown Subspace

DOI10.1109/TSP.2017.2652358zbMATH Open1414.94577MaRDI QIDQ4620764FDOQ4620764

Authors: Ami Wiesel, I. Soloveychik 

Publication date: 8 February 2019

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

Mathematics Subject Classification ID

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

Cited In (2)

• Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
• Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction

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