• 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