ESTIMATION OF CORRELATION MATRIX OF OBSERVATIONS AT THE FIXED SIGNAL LEVEL BY MAXIMUM LIKELIHOOD CRITERION
Authors
O.V. TKACHUK
Military academy
V.V. SKACHKOV
Military academy
Abstract
Based on the fundamental concepts of multivariate complex statistical analysis and matrix theory, estimation of correlation matrix of observations is obtained at the fixed signal level by maximum likelihood criterion in information system with adaptive antenna array. This estimate has been proven to be consistent and sufficient statistics for a correlation matrix of observations in the case of additive Gaussian background noise.
