@inproceedings{6d576403ecbe4947b41e8ef8d4283603,
title = "On scatter matrix estimation in the presence of unknown extra parameters: Mismatched scenario",
abstract = "In this paper, a Constrained Mismatched Maximum Likelihood (CMML) estimator for the joint estimation of the scatter matrix and the power of Complex Elliptically Symmetric (CES) distributed vectors is derived under misspecified data models. Specifically, this estimator is obtained by assuming a Normal model while the data are sampled from a complex tdistribution. The convergence point of such CMML estimator is investigated and its Mean Square Error (MSE) compared with the Constrained Misspecified Cram{\'e}r-Rao Bound (CMCRB).",
keywords = "Constrained maximum likelihood, Covariance estimation, Cram{\'e}r-rao bound, Misspecified model",
author = "Stefano Fortunati and Fulvio Gini and Greco, \{Maria S.\}",
note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 24th European Signal Processing Conference, EUSIPCO 2016 ; Conference date: 28-08-2016 Through 02-09-2016",
year = "2016",
month = nov,
day = "28",
doi = "10.1109/EUSIPCO.2016.7760635",
language = "English",
series = "European Signal Processing Conference",
publisher = "European Signal Processing Conference, EUSIPCO",
pages = "2181--2185",
booktitle = "2016 24th European Signal Processing Conference, EUSIPCO 2016",
}