Intrinsic Cramér–Rao Bounds for Scatter and Shape Matrices Estimation in CES Distributions
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DOI: 10.1109/lsp.2018.2886700
Abstract: Scatter matrix and its normalized counterpart, referred to as shape matrix, are key parameters in multivariate statistical signal processing, as they generalize the concept of covariance matrix in the widely used Complex Elliptically Symmetric distributions.… read more here.
Keywords: shape matrices; shape; intrinsic cram; cram rao ... See more keywords