Application of Maximum Likelihood Estimation of Persymmetric Covariance Matrices to Adaptive Processing

The optimum weights for an adaptive processor are determined by solving a particular matrix equation. When, as is usually true in practice, the covariance matrix is unknown, a matrix estimator is required. Estimating the matrix can be computationally burden some. Methods of decreasing the computational burden by exploiting persymmetric symmetries are discussed. It is shown that the number of independent vector measurements required for the estimator can be decreased by up to a factor of two.