Computationally efficient maximum likelihood estimation of structured covariance matrices

IEEE Transactions on Signal Processing

Volumn 47, Issue 5, 1999, Pages 1314-1323

  Li, Hongbin ^a,b   Stoica, Petre ^c   Li, Jian ^c  

^a IEEE   (United States)

^b University of Florida   (United States)

^c UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ARRAY PROCESSING; CRAMER-RAO BOUND; EXTENDED INVARIANCE PRINCIPLE; HERMITIAN TOEPLITZ COVARIANCE MATRIX;

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION;

SIGNAL PROCESSING;

EID: 0032668139     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.757219     Document Type: Article

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