On eigenvalue decomposition estimators of centro-symmetric covariance matrices

Author:

Delmas Jean-Pierre

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Computer Vision and Pattern Recognition,Signal Processing,Software,Control and Systems Engineering

Reference22 articles.

1. T.W. Anderson, An Introduction to Multivariate Statistical Analysis, Second Edition, Wiley and Sons, 1984.

2. A. Benveniste, M. Métivier, P. Priouret, Adaptive Algorithms and Stochastic Approximations, Springer, Verlag, 1990.

3. D.R. Brillinger, Times Series, Data Analysis and Theory, Expanded Edition, Holden-Day, Inc., 1980.

4. A chart of numerical methods for structured eigenvalue problems;Bunse-Gerstner;SIAM J. Matrix Anal. Appl.,1992

5. Eigenvalues and eigenvectors of symmetric centrosymmetric matrices;Cantoni;Linear Algebra and its Applications,1976

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