Shrinkage algorithms for MMSE covariance estimation

IEEE Transactions on Signal Processing

Volumn 58, Issue 10, 2010, Pages 5016-5029

  Chen, Yilun ^a   Wiesel, Ami ^b   Eldar, Yonina C ^c   Hero, Alfred O ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^c TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Beamforming; covariance estimation; minimum mean squared error (MMSE); shrinkage

Indexed keywords

ADAPTIVE BEAMFORMING; CLOSED-FORM EXPRESSION; COVARIANCE ESTIMATION; ESTIMATION ERRORS; GAUSSIAN DISTRIBUTED; GAUSSIAN SAMPLE; GAUSSIAN VARIABLES; HIGH-DIMENSIONAL PROBLEMS; ITERATIVE APPROACH; MEAN SQUARED ERROR; MINIMUM MEAN SQUARED ERROR; NUMBER OF SAMPLES; NUMERICAL SIMULATION; SHRINKAGE ESTIMATOR; SIMPLE EXPRESSION; SUFFICIENT STATISTICS;

BEAMFORMING; DATA STORAGE EQUIPMENT; GAUSSIAN DISTRIBUTION; MEAN SQUARE ERROR; SHRINKAGE;

ESTIMATION;

EID: 77956726241     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2010.2053029     Document Type: Article

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