Maximum likelihood covariance matrix estimation for complex elliptically symmetric distributions under mismatched conditions.
Maria GrecoStefano FortunatiFulvio GiniPublished in: Signal Process. (2014)
Keyphrases
- covariance matrix
- covariance matrices
- maximum likelihood
- maximum likelihood estimation
- multivariate gaussian
- parameter estimation
- normal distribution
- gaussian distribution
- multivariate normal
- positive definite
- estimation error
- symmetric matrix
- class conditional densities
- em algorithm
- sufficient conditions
- expectation maximization
- geometrical interpretation
- principal component analysis
- sample size
- gaussian mixture
- gaussian mixture model
- exponential family
- eigenvalues and eigenvectors
- probability distribution
- correlation matrix
- mixture model
- pseudo inverse
- high dimensional
- np hard
- semi parametric
- upper bound
- objective function
- random variables