Robust estimation of structured covariance matrix for heavy-tailed distributions.
Ying SunPrabhu BabuDaniel Pérez PalomarPublished in: ICASSP (2015)
Keyphrases
- covariance matrix
- robust estimation
- heavy tailed distributions
- covariance matrices
- least squares
- sample size
- mahalanobis distance
- principal component analysis
- robust estimator
- correlation matrix
- high breakdown
- geometrical interpretation
- multivariate gaussian
- eigenvalues and eigenvectors
- gaussian mixture
- positive definite
- motion field
- symmetric matrix
- cma es
- three dimensional