Double criterion-based estimator for signal number estimation for the colored noise with unknown covariance matrix.

Huiyue Yi Wuxiong Zhang Hui Xu

Published in: CoRR (2022)

Keyphrases

covariance matrix
estimation error
covariance matrices
gaussian mixture
computational complexity
simulated annealing
noise level
estimation algorithm
positive definite
geometrical interpretation
objective function
least squares
non stationary
signal to noise ratio
noise model
mahalanobis distance