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 non-Gaussian distribution.</div>

Mathematical Problems in Engineering

fig4

Figure 4

Figure 4: Improved Shrinkage Estimator of Large-Dimensional Covariance Matrix under the Complex Gaussian Distribution 