ML estimate and CRLB of Covariance Matrix for Complex Elliptically Symmetric distribution

Keyphrases

• Maximum Likelihood Estimation 100%
• Cramer-Rao Lower Bound 100%
• Covariance Matrix 100%
• Complex Elliptically Symmetric Distributions 100%
• Maximum Likelihood Estimator 50%
• Numerical Results 50%
• Scattering Matrix 50%
• Generalized Gaussian 50%
• Generalized t 50%
• Matrix Trace 50%
• Small Data Size 50%
• Observation Vector 50%
• Constrained Maximum Likelihood 50%
• Distributed Observation 50%
• Complex Gaussian 50%

Mathematics

• Matrix (Mathematics) 100%
• Gaussian Distribution 100%
• Maximum Likelihood Estimator 100%
• Covariance Matrix 100%
• Maximum Likelihood Estimate 100%
• Elliptically Symmetric Distribution 100%
• Observation Vector 50%