@inproceedings{45a4c89911824e27afa979b2e145dc6f,
title = "ML estimate and CRLB of Covariance Matrix for Complex Elliptically Symmetric distribution",
abstract = "This paper derives the 'constrained' maximum likelihood (ML) estimators and the Cram{\'e}r-Rao Lower Bounds (CRLB) for the scatter matrix of Complex Elliptically Symmetric distributions and compares them in the particular cases of complex Gaussian, Generalized Gaussian (GG) and t-distributed observation vectors. Numerical results confirm the goodness of the ML estimators and the advantage of a constraint on the matrix trace for small data size.",
keywords = "CRLB, Matrix estimation, complex elliptically distribution",
author = "Maria Greco and Fulvio Gini and Ami Wiesel",
year = "2013",
language = "الإنجليزيّة",
isbn = "9780992862602",
series = "European Signal Processing Conference",
booktitle = "2013 Proceedings of the 21st European Signal Processing Conference, EUSIPCO 2013",
note = "2013 21st European Signal Processing Conference, EUSIPCO 2013 ; Conference date: 09-09-2013 Through 13-09-2013",
}