Multidimensional Gaussian probability density and its applications in the degenerate case

Radiophysics and Quantum Electronics

Volumn 49, Issue 7, 2006, Pages 564-571

  Mikheev, P V ^a  

^a LOBACHEVSKY STATE UNIVERSITY OF NIZHNY NOVGOROD   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONTROL SYSTEM SYNTHESIS; MATRIX ALGEBRA; SIGNAL PROCESSING; VECTORS;

DEGENERATE COVARIANCE MATRIX; GAUSSIAN VECTOR;

PROBABILITY DENSITY FUNCTION;

EID: 37849189832     PISSN: 00338443     EISSN: 15739120     Source Type: Journal    
DOI: 10.1007/s11141-006-0090-5     Document Type: Article

References (15)

1. D. Middleton, An Introduction to Statistical Communication Theory, McGraw-Hill, New York (1960).
2. S. Zacks, Theory of Statistical Inference, Wiley, New York (1971).
3. V. P. Repin and G. P. Tartakovsky, Statistical Synthesis Under a Priori Uncertainty and Adaptation of Information Systems [in Russian], Sovetskoe Radio, Moscow (1977).
4. R. A. Monzingo and T. W. Miller, Introduction to Adaptive Arrays, Wiley, New York (1980).
5. H. Cramér, Mathematical Methods of Statistics, Princeton Univ. Press, Princeton, NJ (1999).
6. C. R. Rao, Linear Statistical Inference and its Applications, Wiley, New York (1973).
7. V. V. Voevodin and Yu. A. Kuznetsov, Matrices and Calculations [in Russian], Nauka, Moscow (1984).
8. V. I. Tikhonov, Statistical Radioengineering [in Russian], Radio i Svyaz', Moscow (1982).
9. V. V. Voevodin, Linear Algebra [in Russian], Nauka, Moscow (1980).
10. H. Bremermann, Distributions, Complex Variables, and Fourier Transforms, Addison-Wesley, Reading, Ma (1965).
11. S. L. Marple, Jr., Digital Spectral Analysis; With Applications, Prentice-Hall, Englewood Cliffs, NJ (1987).
12. F. R. Gantmacher, The theory of Matrices, Vols. 1 and 2, Chelsea, New York(1959).
13. P. Lancaster, Theory of Matrices, Academic Press, New York (1969).
14. G. A. F. Seber, Linear Regression Analysis, Wiley, New York (1977).
15. F. R. Gantmacher and V. N. Manzhos, Theory and Techniques of Radar Information Processing against the Noise Background [in Russian], Radio i Svyaz', Moscow (1981).