The Annals of Mathematical Statistics, Vol. 17, No. 3 (Sep., 1946), pp. 336-343 (8 pages) The enlargement principle provides techniques for inverting any nonsingular matrix by building the inverse ...
Abstract: In space-time joint adaptive anti-jamming implementation, such as MVDR, LCMV, etc., the inversion of the covariance matrix is a critical step and the computation load is large. In this paper ...
This is a preview. Log in through your library . Abstract Identities for the inverse Wishart distribution are given which are parallel to known identities for the Wishart case. Useful relationships ...