• DocumentCode
    1231571
  • Title

    On local maxima of the likelihood function for Toeplitz matrix estimation

  • Author

    Degerine, Serge

  • Author_Institution
    LMC, Univ. Joseph Fourier, Grenoble, France
  • Volume
    40
  • Issue
    6
  • fYear
    1992
  • fDate
    6/1/1992 12:00:00 AM
  • Firstpage
    1563
  • Lastpage
    1565
  • Abstract
    It is shown that in estimating a Toeplitz covariance matrix, the likelihood function can present a local maximum close to the global maximum. An analytical proof is given for the matrices of order 3, and numerical examples are shown for orders 3, 4, and 5
  • Keywords
    matrix algebra; Toeplitz covariance matrix; Toeplitz matrix estimation; global maximum; likelihood function; local maxima; Array signal processing; Correlation; Covariance matrix; Frequency; Matrix decomposition; Maximum likelihood estimation; Parameter estimation; Relaxation methods; Signal processing; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.139260
  • Filename
    139260
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1231571