Estimating Complex Covariance by Observing Two Variables at a Time
Estimating Complex Covariance by Observing Two Variables at a Time
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Heidelberg: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
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English
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Heidelberg: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
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The estimation of covariance matrices is central in array signal processing systems. This note addresses complex covariance estimation for the situation, where the complex data are available only as independent pairwise sets （observations） corresponding to individual elements of the matrix. The formulation for the empirical estimate and the normal...
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Estimating Complex Covariance by Observing Two Variables at a Time
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TN_cdi_proquest_miscellaneous_1671314281
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1671314281
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ISSN
1439-8516
E-ISSN
1439-7617
DOI
10.1007/s10114-012-0076-5
