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
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;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2004.834263
