EliasRaninen/LinearPoolingOfSampleCovarianceMatrices

Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.

语言：MATLAB · GitHub 星标：4 · Fork：0

话题：covariance-matrix · elliptical-distribution · high-dimensional-data · matlab · regularization · shrinkage · signal-processing

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