Shrinkage of Covariance Matrices for Linear Signal Estimation Using Cross-Validation

DOI10.1109/TSP.2016.2535392zbMath1414.94623MaRDI QIDQ4619594

Jiangtao Xi, Sheng Tong, Qinghua Guo, Peter J. Schreier, Jun Tong, Yanguang Yu

Publication date: 7 February 2019

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

Mathematics Subject Classification ID

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

Related Items

Inference for time-varying signals using locally stationary processes