Title :
Simple maximum-likelihood estimator of structured covariance parameters
Author :
Gershman, A.B. ; Turchin, V.I. ; Ugrinovsky, R.A.
Author_Institution :
Acad. of Sci., Nizhny Novgorod, Russia
Abstract :
The simple maximum-likelihood estimator of signal and noise powers for a full-rank structured covariance matrix model is derived. The performances of the presented estimator are compared with the Cramer-Rao lower bound.
Keywords :
estimation theory; information theory; interference (signal); matrix algebra; statistics; Cramer-Rao lower bound; full-rank structured covariance matrix model; maximum-likelihood estimator; noise powers; signal power; structured covariance parameters;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19921066
