Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint.
Augusto AubryAntonio De MaioLuca PallottaAlfonso FarinaPublished in: IEEE Trans. Signal Process. (2012)
Keyphrases
- maximum likelihood estimation
- covariance matrix
- condition number
- correlation matrix
- multivariate gaussian
- maximum likelihood
- em algorithm
- principal component analysis
- parameter estimation
- interior point methods
- sample size
- probability distribution
- expectation maximization
- linear algebra
- regression model
- gaussian mixture
- density function
- objective function
- dimensionality reduction
- model selection
- machine learning
- higher order
- linear program
- least squares
- special case