Toeplitz Structured Covariance Matrix Estimation for Radar Applications.
Xiaolin DuAugusto AubryAntonio De MaioGuolong CuiPublished in: IEEE Signal Process. Lett. (2020)
Keyphrases
- covariance matrix
- estimation error
- correlation matrix
- covariance matrices
- principal component analysis
- eigendecomposition
- mahalanobis distance
- sample size
- geometrical interpretation
- positive definite
- gaussian mixture
- multivariate gaussian
- pseudo inverse
- eigenvalues and eigenvectors
- signal processing
- multivariate normal
- class conditional densities
- principal components
- parameter estimation
- transformation matrix
- maximum likelihood estimation
- symmetric matrix
- em algorithm
- special case
- image segmentation