"On the second-order statistics of the weighted sample covariance matrix."

Zhengyuan Xu (2003)

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DOI: 10.1109/TSP.2002.807004

access: closed

type: Journal Article

metadata version: 2020-03-10

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Zhengyuan Xu:
On the second-order statistics of the weighted sample covariance matrix. IEEE Trans. Signal Process. 51(2): 527-534 (2003)

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