Shrinkage covariance matrix estimator applied to STAP detection.

Frédéric Pascal Yacine Chitour

Published in: SSP (2014)

Keyphrases

covariance matrix
covariance matrices
sample size
maximum likelihood
principal component analysis
computer simulation
estimation error
objective function
least squares
correlation matrix
image denoising
vector space
mahalanobis distance
eigenvalues and eigenvectors
search algorithm