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Volumn 38, Issue 8, 1990, Pages 1467-1472

Estimation of structured covariance matrices and multiple window spectrum analysis

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES--NUMERICAL METHODS;

EID: 0025474246     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/29.57585     Document Type: Article
Times cited : (10)

References (17)
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    • D. J. Thomson Spectrum estimation and harmonic analysis Proc. IEEE 70 1055 1096 Sept. 1982
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    • Thomson, D.J.1
  • 2
    • 0020183044 scopus 로고
    • Estimation of structured covariance matrices
    • J. P. Burg D. G. Luenberger D. L. Wenger Estimation of structured covariance matrices Proc. IEEE 70 963 974 Sept. 1982
    • (1982) Proc. IEEE , vol.70 , pp. 963-974
    • Burg, J.P.1    Luenberger, D.G.2    Wenger, D.L.3
  • 3
    • 84977691846 scopus 로고
    • Components of variance analysis as a structural and discriminal analysis of psychological tests
    • R. D. Bock Components of variance analysis as a structural and discriminal analysis of psychological tests Brit. J. Statist. Psych. 13 151 163 1960
    • (1960) Brit. J. Statist. Psych. , vol.13 , pp. 151-163
    • Bock, R.D.1
  • 4
    • 0013981085 scopus 로고
    • Analysis of covariance structures
    • R. D. Bock R. E. Bargmann Analysis of covariance structures Psychometrika 31 507 534 Dec. 1966
    • (1966) Psychometrika , vol.31 , pp. 507-534
    • Bock, R.D.1    Bargmann, R.E.2
  • 5
    • 0004154132 scopus 로고
    • Multivariate Analysis II
    • Statistical inference for covariance matrices with linear structure Academic New York
    • T. W. Anderson Multivariate Analysis II 55 66 1969 Academic New York Statistical inference for covariance matrices with linear structure
    • (1969) , pp. 55-66
    • Anderson, T.W.1
  • 6
    • 85023542379 scopus 로고
    • Essays in Probability and Statistics
    • Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices University of North Carolina Press NC, Chapel Hill
    • T. W. Anderson Essays in Probability and Statistics 1 24 1970 University of North Carolina Press NC, Chapel Hill Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices
    • (1970) , pp. 1-24
    • Anderson, T.W.1
  • 7
    • 0000531364 scopus 로고
    • Asymptotically efficient estimation of covariance matrices with linear structure
    • T. W. Anderson Asymptotically efficient estimation of covariance matrices with linear structure Ann. Statist. 1 135 141 1973
    • (1973) Ann. Statist. , vol.1 , pp. 135-141
    • Anderson, T.W.1
  • 9
    • 0023167022 scopus 로고
    • Signal subspac,e approximation for line spectrum estimation
    • H. Wang G. H. Wakefield Signal subspac,e approximation for line spectrum estimation Proc. ICASSP 87 2054 2057 Proc. ICASSP 87 1987-Apr.
    • (1987) , pp. 2054-2057
    • Wang, H.1    Wakefield, G.H.2
  • 10
    • 85142994787 scopus 로고
    • Maximum likelihood identification of structured correlation matrices for spectrum analysis
    • L. L. Scharf P. J. Tourtier Maximum likelihood identification of structured correlation matrices for spectrum analysis Proc. 20th Asilomar Conf. Signals, Syst., Comput. Proc. 20th Asilomar Conf. Signals, Syst., Comput. 1986-Nov.
    • (1986)
    • Scharf, L.L.1    Tourtier, P.J.2
  • 11
    • 0023167808 scopus 로고
    • Maximum likelihood identification of correlation matrices for estimation of power spectra at arbitrary resolutions
    • P. J. Tourtier L. L. Scharf Maximum likelihood identification of correlation matrices for estimation of power spectra at arbitrary resolutions Proc. ICASSP 87 2066 2069 Proc. ICASSP 87 1987-Apr.
    • (1987) , pp. 2066-2069
    • Tourtier, P.J.1    Scharf, L.L.2
  • 13
    • 0021601592 scopus 로고
    • On the uniqueness of the maximum likelihood estimate of structured covariance matrices
    • N. Q. A On the uniqueness of the maximum likelihood estimate of structured covariance matrices IEEE Trans. Acoust. Speech, Signal Processing ASSP-32 1249 1251 Dec. 1984
    • (1984) IEEE Trans. Acoust. Speech, Signal Processing , vol.ASSP-32 , pp. 1249-1251
    • A, N.Q.1
  • 14
    • 0017961888 scopus 로고
    • Prolate spheriodal wave functions, Fourier analysis, and uncertainty-V: The discrete case
    • D. Slepian Prolate spheriodal wave functions, Fourier analysis, and uncertainty-V: The discrete case Bell Syst. Tech. J. 57 1371 1430 May 1978
    • (1978) Bell Syst. Tech. J. , vol.57 , pp. 1371-1430
    • Slepian, D.1
  • 15
    • 0022868794 scopus 로고
    • The relation between maximum likelihood estimation of structured covariance matrices and periodograms
    • A. Dembo The relation between maximum likelihood estimation of structured covariance matrices and periodograms IEEE Trans. Acoust., Speech, Signal Processing ASSP-34 1661 1662 Dec. 1986
    • (1986) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-34 , pp. 1661-1662
    • Dembo, A.1
  • 16
    • 0003956816 scopus 로고
    • Modern Spectral Estimation: Theory and Application
    • Prentice-Hall NJ, Englewood Cliffs
    • S. Kay Modern Spectral Estimation: Theory and Application 1988 Prentice-Hall NJ, Englewood Cliffs
    • (1988)
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  • 17
    • 28244481262 scopus 로고
    • Quadratic estimators of the power spectrum
    • CO
    • C. T. Mullis L. L. Scharf Quadratic estimators of the power spectrum Apr. 1989 CO Dep. Elec. Comput. Eng., Univ. of Colorado
    • (1989)
    • Mullis, C.T.1    Scharf, L.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.