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Volumn 3, Issue , 2007, Pages

An EM-algorithm for band-toeplitz covariance matrix estimation

Author keywords

Banded toeplitz; Cramer Rao lower bound; EM algorithm; Structured covariance matrix estimation

Indexed keywords

BANDED TOEPLITZ; CRAMER-RAO LOWER-BOUND; EM-ALGORITHMS; STRUCTURED COVARIANCE MATRIX ESTIMATION;

EID: 34547520634     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2007.366856     Document Type: Conference Paper
Times cited : (13)

References (5)
  • 1
    • 0023383312 scopus 로고
    • The role of likelihood and entropy in incomplete-data problems: Applications to estimating point-process intensities and toeplitz constrained covariances
    • M. I. Miller and D. L. Snyder, "The role of likelihood and entropy in incomplete-data problems: Applications to estimating point-process intensities and toeplitz constrained covariances," Procedings of the IEEE, vol. 75, pp. 892-907, 1987.
    • (1987) Procedings of the IEEE , vol.75 , pp. 892-907
    • Miller, M.I.1    Snyder, D.L.2
  • 2
    • 0024766366 scopus 로고
    • Embedding nonnegative definite Toeplitz Matrices in nonnegative definite circulant matrices, with application to covariance estimation
    • Nov
    • A. Dembo, C.L. Mallows, and L. A. Shepp, "Embedding nonnegative definite Toeplitz Matrices in nonnegative definite circulant matrices, with application to covariance estimation," IEEE Trans. on Information Theory, vol. 35, no. 6, pp. 1206-1212, Nov. 1989.
    • (1989) IEEE Trans. on Information Theory , vol.35 , Issue.6 , pp. 1206-1212
    • Dembo, A.1    Mallows, C.L.2    Shepp, L.A.3
  • 4
    • 0022671576 scopus 로고
    • Computation of the exact information matrix of Gaussian time series with stationary random components
    • B. Porat and B. Friedlander, "Computation of the exact information matrix of Gaussian time series with stationary random components," IEEE Trans. on Accoustics, Speech and Signal Proc., vol. 34, pp. 118-130, 1986.
    • (1986) IEEE Trans. on Accoustics, Speech and Signal Proc , vol.34 , pp. 118-130
    • Porat, B.1    Friedlander, B.2
  • 5
    • 0030644416 scopus 로고    scopus 로고
    • Structured covariance estimation for space-time adaptive processing
    • T. A. Barton and S. T. Smith, "Structured covariance estimation for space-time adaptive processing," in Pmcedings of the IEEE ICASSP, 1997, pp. 3493-3496.
    • (1997) Pmcedings of the IEEE ICASSP , pp. 3493-3496
    • Barton, T.A.1    Smith, S.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.