Computationally efficient maximum likelihood estimation of structured covariance matrices
Work
Year: 1999
Type: article
Abstract: By invoking the extended invariance principle (EXIP), we present herein a computationally efficient method that provides asymptotic (for large samples) maximum likelihood (AML) estimation for structur... more
Authors Hongbin Li, Petre Stoica, Jian Li
Institutions University of Florida, Uppsala University
Cites: 24
Cited by: 141
Related to: 10
FWCI: 4.359
Citation percentile (by year/subfield): 98.91
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze