Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 1: The Over-Sampled Case

Yuri I. Abramovich, Olivier Besson. Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 1: The Over-Sampled Case. IEEE Transactions on Signal Processing, 61(23):5807-5818, 2013. [doi]

Abstract

Abstract is missing.