Covariance matrix estimation with heterogeneous samples

IEEE Transactions on Signal Processing

Volumn 56, Issue 3, 2008, Pages 909-920

  Besson, Olivier ^a   Bidon, Stéphanie ^a   Tourneret, Jean Yves ^b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b IRIT   (France)

Author keywords

Covariance matrices; Estimation; Heterogeneous environment; Maximum likelihood estimation; Minimum mean square error (MMSE) estimation; Monte Carlo methods

Indexed keywords

BAYESIAN NETWORKS; COMPUTER SIMULATION; COVARIANCE MATRIX; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; MEAN SQUARE ERROR; MONTE CARLO METHODS; VECTORS;

GIBBS-SAMPLING STRATEGY; MINIMUM MEAN-SQUARE ERROR; SAMPLE COVARIANCE MATRIX;

SIGNAL PROCESSING;

EID: 40749101025     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.908995     Document Type: Article

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