ML estimate and CRLB of Covariance Matrix for Complex Elliptically Symmetric distribution.
Maria GrecoFulvio GiniAmi WieselPublished in: EUSIPCO (2013)
Keyphrases
- covariance matrix
- normal distribution
- multivariate gaussian
- positive definite
- covariance matrices
- estimation error
- sample size
- principal component analysis
- symmetric matrix
- maximum likelihood
- mahalanobis distance
- eigenvalues and eigenvectors
- pseudo inverse
- geometrical interpretation
- objective function
- random variables
- gaussian mixture
- eigendecomposition
- gaussian distribution
- probability density function
- correlation matrix
- particle swarm optimization algorithm
- similarity measure