Eigenvalue Estimation of the Exponentially Windowed Sample Covariance Matrices
Yazdian, Ehsan, Gazor, Saeed, Bastani, Hasan, Sharifitabar, MohsenYear:
2016
Language:
english
Journal:
IEEE Transactions on Information Theory
DOI:
10.1109/tit.2016.2562001
File:
PDF, 3.75 MB
english, 2016