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TSP
2008

Bounds for Estimation of Covariance Matrices From Heterogeneous Samples

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Bounds for Estimation of Covariance Matrices From Heterogeneous Samples
Abstract--This correspondence derives lower bounds on the meansquare error (MSE) for the estimation of a covariance matrix , using samples k = 1; . . . ; K, whose covariance matrices are randomly distributed around . This framework can be encountered e.g., in a radar system operating in a nonhomogeneous environment, when it is desired to estimate the covariance matrix of a range cell under test, using training samples from adjacent cells, and the noise is nonhomogeneous between the cells. We consider two different assumptions for . First, we assume that is a deterministic and unknown matrix, and we derive the Cram
Olivier Besson, Stéphanie Bidon, Jean-Yves
Added 16 Dec 2010
Updated 16 Dec 2010
Type Journal
Year 2008
Where TSP
Authors Olivier Besson, Stéphanie Bidon, Jean-Yves Tourneret
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