RL-TR-96-4, IN-HOUSE REPORT: COVARIANCE MATRIX ESTIMATOR PERFORMANCE IN NON-GAUSSIAN SPHERICALLY INVARIANT RANDOM PROCESSES (JAN-1996)

RL-TR-96-4, IN-HOUSE REPORT: COVARIANCE MATRIX ESTIMATOR PERFORMANCE IN NON-GAUSSIAN SPHERICALLY INVARIANT RANDOM PROCESSES (JAN-1996)., This report describes the performance of the covariance matrix estimator in non-Guassian spherically invariant random processes (SIRP).