Simple maximum-likelihood estimator of structured covariance parameters

Electronics Letters

Volumn 28, Issue 18, 1992, Pages 1677-1678

  Gershman, A B ^a   Turchin, V I ^a   Ugrinovsky, R A ^a  

^a INSTITUTE OF APPLIED PHYSICS   (Russian Federation)

Author keywords

Mathematical techniques; Statistics

Indexed keywords

ESTIMATION; SIGNAL THEORY; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS;

COVERIANCE MATRICES; COVERIANCE PARAMETERS; MAXIMUM-LIKELIHOOD ESTIMATORS; NOISE POWERS; SIGNAL POWERS;

MATRIX ALGEBRA;

EID: 0026909415     PISSN: 00135194     EISSN: None     Source Type: Journal    
DOI: 10.1049/el:19921066     Document Type: Article

References (5)

1. Bock, R. D.: ‘Components of variance analysis as a structural and discriminai analysis of psychological test’, Brit. J. Statist. Psych., 1960, 13, pp. 151–163
2. Anderson, T. W.: ‘Statistical inference for covariance matrices with linear structure’, in Krishnaian, P. R. (Ed) (New York: ‘Multivariate analysis IP Academic, 1969), pp. 55–66
3. Tourtier, P.J., and Scharf, L. L.: ‘Maximum likelihood identification of correlation matrices for estimation of power spectra at arbitrary resolutions’. Proc. ICASSP 87, Apr. 1987, pp. 2066–2069
4. van Veen, B. D., and Scharf, L. L.: ‘Estimation of structured covariance matrices and multiple window spectrum analysis’, IEEE Trans., August 1990, ASSP-38, pp. 1467–1472
5. Burg, J. P., Luenderger, D. G., and Wenger, D. L.: ‘Estimation of structured covariance matrices’, Proc. IEEE, September 1982, 70, pp. 963–974