Effects of estimated noise covariance matrix in optimal signal detection.
Chinubhai Ghelabhai KhatriCalyampudi Radhakrishna RaoPublished in: IEEE Trans. Acoust. Speech Signal Process. (1987)
Keyphrases
- covariance matrix
- signal detection
- estimation error
- multivariate gaussian
- low signal to noise ratio
- covariance matrices
- principal component analysis
- optimal solution
- sample size
- pseudo inverse
- positive definite
- mahalanobis distance
- gaussian mixture
- eigenvalues and eigenvectors
- symmetric matrix
- geometrical interpretation
- weak signal
- correlation matrix
- objective function
- eigendecomposition
- least squares
- upper bound
- computer vision
- cma es
- genetic algorithm