Estimation of the covariance matrix based on multiple a-priori models

Abstract

This paper deals with the problem of estimating the disturbance covariance matrix when a limited number of training data, due to environmental heterogeneity, is present. To this end, we suppose that some a-priori spectral models for the the disturbance in the cell under test are available and determine the Maximum Likelihood (ML) estimate of the actual… (More)

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