Title :
Comments on "An alternate derivation of the maximum likelihood estimator of a covariance matrix"
Author :
Morgera, Salvatore D. ; Nitzberg, R.
Abstract :
The alternate derivation of the maximum likelihood estimate of a covariance matrix, as recently presented by Nitzberg, contains several significant errors. The problem areas are identified and discussed in this letter.
Keywords :
Convergence; Covariance matrix; DH-HEMTs; Density functional theory; Eigenvalues and eigenfunctions; Equations; Matrices; Maximum likelihood estimation; State estimation; Stochastic processes;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1977.10444