BASIC

Code for the paper E. Raninen and E. Ollila, "Bias Adjusted Sign Covariance Matrix," in IEEE Signal Processing Letters, vol. 29, pp. 339-343, 2022, doi: 10.1109/LSP.2021.3134940.

LinearPoolingOfSampleCovarianceMatrices

Code for the paper E. Raninen, D. E. Tyler and E. Ollila, "Linear pooling of sample covariance matrices," in IEEE Transactions on Signal Processing, Vol 70, pp. 659-672, 2022, doi: 10.1109/TSP.2021.3139207.

CoupledRSCM

Code for the paper E. Raninen and E. Ollila, “Coupled regularized sample covariance matrix estimator for multiple classes,” in IEEE Transactions on Signal Processing, vol. 69, pp. 5681–5692, 2021, doi: 10.1109/TSP.2021.3118546.