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Higher order spectral estimation for random fields

โœ Scribed by J. Yuan; T. Subba Rao


Publisher
Springer US
Year
1993
Tongue
English
Weight
596 KB
Volume
4
Category
Article
ISSN
0923-6082

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In this communication, we consider a p ร— n random matrix X = x 1 x 2 โ€ข โ€ข โ€ข x n which is normally distributed with mean matrix M and covariance matrix , where the multivariate observation x i = y i + i with p dimensions on an object consists of two components, the signal y i with mean vector and cova