Title :
On local maxima of the likelihood function for Toeplitz matrix estimation
Author_Institution :
LMC, Univ. Joseph Fourier, Grenoble, France
fDate :
6/1/1992 12:00:00 AM
Abstract :
It is shown that in estimating a Toeplitz covariance matrix, the likelihood function can present a local maximum close to the global maximum. An analytical proof is given for the matrices of order 3, and numerical examples are shown for orders 3, 4, and 5
Keywords :
matrix algebra; Toeplitz covariance matrix; Toeplitz matrix estimation; global maximum; likelihood function; local maxima; Array signal processing; Correlation; Covariance matrix; Frequency; Matrix decomposition; Maximum likelihood estimation; Parameter estimation; Relaxation methods; Signal processing; Symmetric matrices;
Journal_Title :
Signal Processing, IEEE Transactions on
