Covariance Matrix Estimation Under Degeneracy for Complex Elliptically Symmetric Distributions.
Ebrahim BaktashMahmood KarimiXiaodong WangPublished in: IEEE Trans. Veh. Technol. (2017)
Keyphrases
- covariance matrix
- covariance matrices
- multivariate gaussian
- positive definite
- estimation error
- normal distribution
- symmetric matrix
- multivariate normal
- class conditional densities
- mahalanobis distance
- principal component analysis
- sample size
- maximum likelihood
- eigenvalues and eigenvectors
- gaussian mixture
- parameter estimation
- correlation matrix
- gaussian distribution
- objective function
- distance measure
- eigendecomposition
- transformation matrix
- fisher information
- similarity measure