Asymptotically Optimal Linear Shrinkage of Sample LMMSE and MVDR Filters

DOI10.1109/TSP.2014.2329420zbMath1394.94514OpenAlexW2074629657MaRDI QIDQ4579307

Montse Nájar, Jordi Serra

Publication date: 22 August 2018

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

Full work available at URL: https://doi.org/10.1109/tsp.2014.2329420

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

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

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