Improved Shrinkage Estimator of Large-Dimensional Covariance Matrix under the Complex Gaussian Distribution

<div>The SINR (a) and corresponding elapsed time (b) of adaptive beamformer based on each covariance matrix estimator versus the sample size under the complex Gaussian distribution.</div>

Mathematical Problems in Engineering

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Figure 2

Figure 2: Improved Shrinkage Estimator of Large-Dimensional Covariance Matrix under the Complex Gaussian Distribution 