Abstract
The estimation of covariance matrices which are structured, for example, of Toeplitz type, from measurement data is considered. The problem is considered in the context of array beamforming, and various methods of estimation are derived and compared, such comparison including consideration of the behavior of the estimate in beamforming applications.
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The work of the first author was carried out as a Defence Fellow on leave from the Australian Department of Defence, whose support is gratefully acknowledged. The other two authors were also supported by the Department of Defence.
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Gray, D.A., Anderson, B.D.O. & Sim, P.K. Estimation of structured covariances with application to array beamforming. Circuits Systems and Signal Process 6, 421–447 (1987). https://doi.org/10.1007/BF01600233
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DOI: https://doi.org/10.1007/BF01600233