Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source Detection

DOI10.1109/TSP.2015.2447493zbMath1394.94618arXiv1403.1243OpenAlexW1659823078MaRDI QIDQ4580805

Walid Hachem, Romain Couillet, Julia Vinogradova

Publication date: 22 August 2018

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

Full work available at URL: https://arxiv.org/abs/1403.1243

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Random matrices (algebraic aspects) (15B52)

Related Items (3)

On the behavior of large empirical autocovariance matrices between the past and the future ⋮ Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening ⋮ Random matrix improved covariance estimation for a large class of metrics*

This page was built for publication: Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source Detection