Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint

Augusto Aubry, Antonio De Maio, Luca Pallotta, Alfonso Farina. Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint. IEEE Transactions on Signal Processing, 60(6):3004-3021, 2012. [doi]

Abstract

Abstract is missing.