Comments on "Covariance shaping least-squares estimation"

被引：0

作者：

Zhou, T ^{[1
]}

机构：

[1] Tsinghua Univ, Dept Automat, Beijing 100084, Peoples R China

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2004年 / 52卷 / 10期

关键词：

analytic solution; constrained covariance; least-squares estimation; optimal estimate;

D O I：

10.1109/TSP.2004.834262

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A routine linear algebra-based derivation is provided for the optimal estimate in a parametric estimation problem, which is a little more general than that discussed in the above paper. Compared with the procedure adopted by Eldar and Oppenheim, it is more direct and simple and, therefore, easier to be understood. Moreover, the optimal estimate is expressed in a more computationally attractive form, and the results of Eldar and Oppenheim can be regarded as a special case.

引用

页码：2938 / 2939

页数：2

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