Abstract: In this paper, a new calculation method of adaptive weight for space-time adaptive processing (STAP) is proposed by using the pulse order-based inverse covariance matrix recursion. The ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

This is a preview. Log in through your library . Abstract This paper adds motivations for the use of the sample variance-covariance matrix estimator $\hat{\Sigma}$ in ...

We study the minimal sample size N = N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed ...