Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
Recently, in the context of covariance matrix estimation, in order to improve as well as to regularize the performance of the Tyler's estimator [1] also called the Fixed-Point Estimator (FPE) [2], a "shrinkage" fixed-point estimator has been introduced in [3]. First, this work extends the results of [3,4] by giving …