Robust estimation of structured covariance matrices

DOI10.1109/78.236511zbMath0793.62059OpenAlexW2144833976MaRDI QIDQ4276665

Douglas B. Williams, Don H. Johnson

Publication date: 3 August 1994

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.236511

zbMATH Keywords

Gaussian processesa priori informationepsilon contamination classKolmogorov classesnarrow-band array processingnoise's amplitude distributionnon- Gaussian noiserobust, structured, maximum likelihood type estimatesspatial correlation matrixworst case asymptotic variance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Survival analysis and censored data (62N99) Statistical aspects of information-theoretic topics (62B10)

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