Eigenvalues and eigenvectors of covariance matrices for closely-spaced signals in multi-dimensional direction finding.
Jack JachnerHarry B. LeePublished in: ICASSP (4) (1993)
Keyphrases
- covariance matrix
- eigenvalues and eigenvectors
- covariance matrices
- closely spaced
- principal component analysis
- sample size
- maximum likelihood
- gaussian mixture
- positive definite
- gaussian distribution
- upper bound
- principal components
- distance measure
- probability density function
- vector space
- mr images
- contour lines
- pattern recognition