Existence and Characterization of the Covariance Matrix Maximum Likelihood Estimate in Spherically Invariant Random Processes

F. Pascal , Y. Chitour , J.P. Ovarlez , Philippe Forster (1) , Pascal Larzabal

1 GEA - Groupe d'Electromagnétisme Appliqué

Mots clés: Covariance

Domaines: Sciences de l'information et de la communication

F. Pascal, Y. Chitour, J.P. Ovarlez, Philippe Forster, Pascal Larzabal. Existence and Characterization of the Covariance Matrix Maximum Likelihood Estimate in Spherically Invariant Random Processes. IEEE Transactions on Signal Processing, 2007. ⟨halshs-00158259⟩