Maximum likelihood estimation of structured persymmetric covariance matrices

DOI10.1016/S0165-1684(02)00450-4zbMATH Open1144.94369OpenAlexW2046891848MaRDI QIDQ947372

Antonio De Maio

Publication date: 2 October 2008

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00450-4

zbMATH Keywords

adaptive detectioncovariance estimationpersymmetric matrices

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Related Items (3)

Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis ⋮ On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices ⋮ Marginal permutation invariant covariance matrices with applications to linear models

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