Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case

Olivier Besson, Yuri I. Abramovich. Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case. IEEE Transactions on Signal Processing, 61(23):5819-5829, 2013. [doi]

Abstract

Abstract is missing.