"Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic ..."

Petre Stoica, Prabhu Babu (2023)

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DOI: 10.1109/TSP.2023.3273116

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type: Journal Article

metadata version: 2023-06-02

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Petre Stoica, Prabhu Babu:
Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic Noise: Application to Array Processing and Portfolio Selection. IEEE Trans. Signal Process. 71: 1699-1711 (2023)

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