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Covariance matrix estimation for CFAR detection in correlated heavy tailed clutter.

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Publication:1853315
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DOI10.1016/S0165-1684(02)00315-8zbMath1080.94516DBLPjournals/sigpro/GiniG02OpenAlexW1984614739WikidataQ59243861 ScholiaQ59243861MaRDI QIDQ1853315

Maria Greco, Fulvio Gini

Publication date: 21 January 2003

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00315-8


zbMATH Keywords

Maximum likelihood estimationCFAR detectionAdaptive detectionCovariance matrix estimationNon-Gaussian clutterHeavy-tailed noise


Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)


Related Items (1)

Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution







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