A Generalization of the Fixed Point Estimate for Packet-Scaled Complex Covariance Matrix Estimation.
Abigael TaylorPhilippe ForsterFranck DaoutHélène M. OriotLaurent SavyPublished in: IEEE Trans. Signal Process. (2017)
Keyphrases
- fixed point
- covariance matrix
- estimation error
- multivariate gaussian
- maximum likelihood estimation
- covariance matrices
- principal component analysis
- sufficient conditions
- dynamical systems
- mahalanobis distance
- geometrical interpretation
- floating point
- sample size
- gaussian mixture
- objective function
- policy iteration
- free energy
- correlation matrix
- image sequences
- simulated annealing