Covariance Estimation in High Dimensions Via Kronecker Product Expansions

Theodoros Tsiligkaridis, Alfred O. Hero III. Covariance Estimation in High Dimensions Via Kronecker Product Expansions. IEEE Transactions on Signal Processing, 61(21):5347-5360, 2013. [doi]

Authors

Theodoros Tsiligkaridis

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Alfred O. Hero III

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