Estimation of structured covariances with application to array beamforming
type: Item
instance of: scholarly article
title: Estimation of structured covariances with application to array beamforming
zbMATH Open document ID: 0631.62062
DOI: 10.1007/BF01600233
author: B. George
published in: Circuits, Systems, and Signal Processing
publication date: 1987-01-01T00:00:00Z
review text: The authors consider the problem of estimation of covariance matrices of Toeplitz type. This problem arises naturally in the context of array beamforming. Various methods of estimation are applied and compared, such as maximum likelihood, minimum entropy estimation, probability based estimators (with Kullback information measure or Bhattacharyya distance), matrix approximation methods (direct and inverse least squares). Useful examples are given. Related topics are discussed, too.
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P99
Mathematics Subject Classification ID: 94A99
zbMATH DE Number: 4026588
zbMATH Keywords: estimation of covariance matrices of Toeplitz type
zbMATH Keywords: array beamforming
zbMATH Keywords: maximum likelihood
zbMATH Keywords: minimum entropy estimation, probability based estimators
zbMATH Keywords: Kullback information measure
zbMATH Keywords: Bhattacharyya distance
zbMATH Keywords: matrix approximation methods
zbMATH Keywords: direct and inverse least squares
zbMATH Keywords: examples
reviewed by: Jordan Stoyanov
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4026588