Forward-only and forward-backward sample covariances -- a comparative study.

DOI10.1016/S0165-1684(99)00037-7zbMath1051.62514OpenAlexW2051914727WikidataQ62586032 ScholiaQ62586032MaRDI QIDQ1960620

Petre Stoica, Magnus Jansson

Publication date: 12 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00037-7

zbMATH Keywords

Performance analysisCapon methodCentro-Hermitian matrixDirection estimationForward-backward sample covarianceForward-only sample covarianceMaximum likelihood method

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

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