On the Existence of Positive-Definite Maximum-Likelihood Estimates of Structured Covariance Matrices

IEEE Transactions on Information Theory

Volumn 34, Issue 4, 1988, Pages 722-729

  Fuhrmann, Daniel R ^a   Miller, Michael I ^a  

^a WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY--RANDOM PROCESSES;

GAUSSIAN RANDOM VECTORS; MAXIMUM-LIKELIHOOD ESTIMATES; POSITIVE-DEFINITE SOLUTIONS; STRUCTURED COVARIANCE MATRICES; TOEPLITZ COVARIANCES;

MATHEMATICAL TECHNIQUES;

EID: 0024035344     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.9771     Document Type: Article

References (13)

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