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Shrinkage estimators of large covariance matrices with Toeplitz targets in array signal processing
The problem of estimating a large covariance matrix arises in various statistical applications. This paper develops new covariance matrix estimators based on shrinkage regularization. Individually, we consider two kinds of Toeplitz-structured target matrices as the data come from the complex Gaussia...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9643463/ https://www.ncbi.nlm.nih.gov/pubmed/36347884 http://dx.doi.org/10.1038/s41598-022-21889-8 |