Invariance Theory for Adaptive Detection in Interference With Group Symmetric Covariance Matrix.
Antonio De MaioDanilo OrlandoIlya SoloveychikAmi WieselPublished in: IEEE Trans. Signal Process. (2016)
Keyphrases
- covariance matrix
- positive definite
- covariance matrices
- generalized likelihood ratio
- symmetric matrix
- principal component analysis
- correlation matrix
- geometrical interpretation
- mahalanobis distance
- gaussian mixture
- sample size
- pseudo inverse
- eigendecomposition
- transformation matrix
- eigenvalues and eigenvectors
- objective function
- estimation error
- multivariate gaussian