Estimation of matrix valued realized signal to noise ratio

In this paper we derive several estimators of matrix valued realized signal to noise ratio as defined by Khatri and Rao (1987, IEEE Trans. Acoust. Speech Signal Process. ASSP-35, No. 5 671-679) for real and complex cases. To do so we define the matrix valued confluent hypergeometric distribution and establish some of its properties. Also we derive unique admissible estimates under generalized Pitman nearness. Finally a discussion of confidence interval estimation for signal to noise ratio is given.