Estimation of Block-Toeplitz Covariance Matrices
Daniel R. Fuhrmann, T.A. Barton · 2005
We consider the problem of estimating structured covarimws using maximum-likelihood methodology. The structured covariance matrices of interest here are block-Toeplitz matrices and Toeplitz-block-Toeplitz matrices. These arise naturally in wideband array processing, and in narrowband array processing with rectangular arrays. An EM algorithm for estimating a blockToeplitz matrix is derived based on an embedding in a larger block-circulant matrix. An EM algorithm for estimating a Toeplitz-block-Toeplitz matrix is derived based on an embedding in a larger circulant-blockcidant matrix.