• DocumentCode
    936142
  • Title

    An alternate derivation of the maximum likelihood estimator of a covariance matrix

  • Author

    Nitzberg, Ramon

  • Author_Institution
    General Electric Company, Syracuse, N.Y.
  • Volume
    63
  • Issue
    11
  • fYear
    1975
  • Firstpage
    1623
  • Lastpage
    1624
  • Abstract
    An alternate derivation of the maximum likelihood estimator of a covariance matrix is given. The derivation is based upon the eigenvalue properties of the product of the inverse of the covariance matrix and the sample covariance matrix.
  • Keywords
    Autocorrelation; Cities and towns; Covariance matrix; Entropy; Equations; Fourier transforms; Instruments; Maximum likelihood estimation; Spectral analysis; Underwater acoustics;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1975.10020
  • Filename
    1451949
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=936142