Structured Covariance Matrix Estimation With Missing-(Complex) Data for Radar Applications via Expectation-Maximization.
Augusto AubryAntonio De MaioStefano MaranòMassimo RosamiliaPublished in: IEEE Trans. Signal Process. (2021)
Keyphrases
- complex data
- covariance matrix
- expectation maximization
- gaussian mixture
- estimation error
- covariance matrices
- em algorithm
- maximum likelihood estimation
- parameter estimation
- principal component analysis
- sample size
- mahalanobis distance
- maximum likelihood
- pseudo inverse
- eigenvalues and eigenvectors
- objective function
- missing data
- gaussian mixture model
- geometrical interpretation
- evolutionary algorithm
- high dimensional data
- correlation matrix
- multivariate gaussian
- positive definite
- probabilistic model
- density estimation
- mixture model
- cma es
- class conditional densities
- areas of data mining
- probability density function
- eigendecomposition
- density function
- neural network
- generative model
- bayesian networks
- genetic algorithm