๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimating the covariance matrix by signal subspace averaging

โœ Scribed by Karasalo, I.


Book ID
117906378
Publisher
IEEE
Year
1986
Weight
524 KB
Volume
34
Category
Article
ISSN
0096-3518

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimating the covariance matrix: a new
โœ T. Kubokawa; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 242 KB

In this paper, we consider the problem of estimating the covariance matrix and the generalized variance when the observations follow a nonsingular multivariate normal distribution with unknown mean. A new method is presented to obtain a truncated estimator that utilizes the information available in