Improved estimation of eigenvalues and eigenvectors of covariance matrices using their sample estimates

IEEE Transactions on Information Theory

Volumn 54, Issue 11, 2008, Pages 5113-5129

  Mestre, Xavier ^a  

^a CENTRE TECNOLÒGIC DE TELECOMUNICACIONS DE CATALUNYA CTTC   (Spain)

Author keywords

Eigenvalues; Eigenvectors; G estimation; Random matrix theory; Sample covariance matrix

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES;

EIGENVALUES; EIGENVECTORS; G-ESTIMATION; RANDOM MATRIX THEORY; SAMPLE COVARIANCE MATRIX;

COVARIANCE MATRIX;

EID: 55349116422     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2008.929938     Document Type: Article

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