Robust estimation of structured covariance matrices

DOI10.1109/78.236511MaRDI QIDQ4276665zbMATH OpenOpenAlexFDO

Authors Douglas B. Williams, Don H. Johnson

Publication date 3 August 1994

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

Full work available at URL https://doi.org/10.1109/78.236511

zbMATH Keywords

a priori informationepsilon contamination classGaussian processesKolmogorov classesnarrow-band array processingnoise's amplitude distributionnon- Gaussian noiserobust, structured, maximum likelihood type estimatesspatial correlation matrixworst case asymptotic variance

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Survival analysis and censored data (62N99)

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