Spectral distribution of the exponentially windowed sample covariance matrix

Ehsan Yazdian, Mohammad Hasan Bastani, Saeed Gazor. Spectral distribution of the exponentially windowed sample covariance matrix. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3529-3532, IEEE, 2012. [doi]

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