Asymptotically Optimal Linear Shrinkage of Sample LMMSE and MVDR Filters

Jordi Serra, Montse Nájar. Asymptotically Optimal Linear Shrinkage of Sample LMMSE and MVDR Filters. IEEE Transactions on Signal Processing, 62(14):3552-3564, 2014. [doi]

@article{SerraN14,
  title = {Asymptotically Optimal Linear Shrinkage of Sample LMMSE and MVDR Filters},
  author = {Jordi Serra and Montse Nájar},
  year = {2014},
  doi = {10.1109/TSP.2014.2329420},
  url = {http://dx.doi.org/10.1109/TSP.2014.2329420},
  researchr = {https://researchr.org/publication/SerraN14},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {62},
  number = {14},
  pages = {3552-3564},
}