The Misspecified Cramer-Rao Bound and Its Application to Scatter Matrix Estimation in Complex Elliptically Symmetric Distributions

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2016.2526961 ◽

2016 ◽

Vol 64 (9) ◽

pp. 2387-2399 ◽

Author(s):

Stefano Fortunati ◽

Fulvio Gini ◽

Maria S. Greco

Keyword(s):

Symmetric Distributions ◽

Scatter Matrix ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Cramer Rao Bound

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One-Bit Normalized Scatter Matrix Estimation For Complex Elliptically Symmetric Distributions

ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp40776.2020.9053956 ◽

2020 ◽

Author(s):

Chun-Lin Liu ◽

P. P. Vaidyanathan

Keyword(s):

Symmetric Distributions ◽

Scatter Matrix ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2272924 ◽

2013 ◽

Vol 61 (23) ◽

pp. 5807-5818 ◽

Author(s):

Yuri I. Abramovich ◽

Olivier Besson

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Likelihood Approach

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Maximum likelihood covariance matrix estimation for complex elliptically symmetric distributions under mismatched conditions

Signal Processing ◽

10.1016/j.sigpro.2014.04.002 ◽

2014 ◽

Vol 104 ◽

pp. 381-386 ◽

Author(s):

Maria Greco ◽

Stefano Fortunati ◽

Fulvio Gini

Keyword(s):

Maximum Likelihood ◽

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2285511 ◽

2013 ◽

Vol 61 (23) ◽

pp. 5819-5829 ◽

Author(s):

Olivier Besson ◽

Yuri I. Abramovich

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions ◽

Likelihood Approach

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Cramér-Rao Lower Bounds on Covariance Matrix Estimation for Complex Elliptically Symmetric Distributions

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2286114 ◽

2013 ◽

Vol 61 (24) ◽

pp. 6401-6409 ◽

Author(s):

Maria Greco ◽

Fulvio Gini

Keyword(s):

Covariance Matrix ◽

Lower Bounds ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Covariance Matrix Estimation Under Degeneracy for Complex Elliptically Symmetric Distributions

IEEE Transactions on Vehicular Technology ◽

10.1109/tvt.2016.2585881 ◽

2017 ◽

Vol 66 (3) ◽

pp. 2474-2484 ◽

Author(s):

Ebrahim Baktash ◽

Mahmood Karimi ◽

Xiaodong Wang

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Symmetric Distributions ◽

Matrix Estimation ◽

Elliptically Symmetric Distributions

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Joint Estimation of Location and Scatter in Complex Elliptically Symmetric Distributions

Journal of Signal Processing Systems ◽

10.1007/s11265-021-01674-y ◽

2021 ◽

Author(s):

Stefano Fortunati ◽

Alexandre Renaux ◽

Frédéric Pascal

Keyword(s):

Joint Estimation ◽

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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Singular Non-circular Complex Elliptically Symmetric Distributions: New Results and Applications

Mathematics and Statistics ◽

10.13189/ms.2021.090618 ◽

2021 ◽

Vol 9 (6) ◽

pp. 1019-1033

Author(s):

Habti Abeida

Keyword(s):

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

Metrika ◽

10.1007/s00184-014-0512-x ◽

2014 ◽

Vol 78 (4) ◽

pp. 461-484 ◽

Author(s):

Dominique Fourdrinier ◽

William Strawderman

Keyword(s):

Symmetric Distributions ◽

Stein Estimation ◽

Elliptically Symmetric Distributions

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Slepian-Bangs-type formulas and the related Misspecified Cramér-Rao Bounds for Complex Elliptically Symmetric distributions

Signal Processing ◽

10.1016/j.sigpro.2017.07.029 ◽

2018 ◽

Vol 142 ◽

pp. 320-329 ◽

Author(s):

Abdelmalek Mennad ◽

Stefano Fortunati ◽

Mohammed Nabil El Korso ◽

Arezki Younsi ◽

Abdelhak M. Zoubir ◽

...

Keyword(s):

Symmetric Distributions ◽

Elliptically Symmetric Distributions

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