DocumentCode
1116578
Title
Rebuttal to "Comments on covariance shaping least-squares estimation"
Author
Eldar, Yonina C. ; Oppenheim, Alan V.
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
Volume
52
Issue
10
fYear
2004
Firstpage
2939
Abstract
The author presents a reply to the paper by Zhou (IEEE Trans. Signal Processing, vol.52, no.10, p.2938-9, 2004) which commented on the original paper by Eldar and Oppenheim (IEEE Trans. Signal Processing, vol. 51, p.686-97, 2003 March).
Keywords
covariance analysis; least squares approximations; linear algebra; parameter estimation; covariance shaping least-square estimation; parametric estimation; routine linear algebra-based derivation; Cost function; Covariance matrix; Lagrangian functions; Matrix decomposition; Rivers; Signal processing; Singular value decomposition; State estimation; Symmetric matrices; Covariance shaping; least-squares; linear estimation;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2004.834263
Filename
1337261
Link To Document