ML estimation of covariance matrix for tensor valued signals in noise.

Andreas Richter Jussi Salmi Visa Koivunen

Published in: ICASSP (2008)

Keyphrases

covariance matrix
estimation error
covariance matrices
maximum likelihood
principal component analysis
gaussian mixture
sample size
positive definite
mahalanobis distance
riemannian manifolds
correlation matrix
objective function
gaussian noise
gaussian mixture model
missing data
lower bound
multiscale