scholarly journals An Asymptotically Efficient Weighted Least Squares Estimator for Co-Array-Based DoA Estimation

2020 ◽  
Vol 68 ◽  
pp. 589-604
Author(s):  
Saeid Sedighi ◽  
Bhavani Shankar Mysore Rama Rao ◽  
Bjorn Ottersten
Keyword(s):  
Least Squares ◽  
Weighted Least Squares ◽  
Doa Estimation ◽  
Least Squares Estimator ◽  
Weighted Least Squares Estimator ◽  
Asymptotically Efficient

scholarly journals Two Explicit Characterizations of the General Nonnegative-Definite Covariance Matrix Structure for Equality of BLUEs, WLSEs, and LSEs

2020 ◽  
Vol 9 (6) ◽  
pp. 108
Author(s):  
Phil D. Young ◽  
Joshua D. Patrick ◽  
Dean M. Young
Keyword(s):  
Least Squares ◽  
Weighted Least Squares ◽  
Sufficient Conditions ◽  
Covariance Structure ◽  
Least Squares Estimator ◽  
Weighted Least Squares Estimator ◽  
Best Linear Unbiased ◽  
Necessary And Sufficient ◽  
Nonnegative Definite

We provide a new, concise derivation of necessary and sufficient conditions for the explicit characterization of the general nonnegative-definite covariance structure V of a general Gauss-Markov model with E(y) and Var(y) such that the best linear unbiased estimator, the weighted least squares estimator, and the least squares estimator of Xβ are identical. In addition, we derive a representation of the general nonnegative-definite covariance structure V defined above in terms of its Moore-Penrose pseudo-inverse.

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