The relation between maximum likelihood estimation of structured covariance matrices and periodograms.
Amir DemboPublished in: IEEE Trans. Acoust. Speech Signal Process. (1986)
Keyphrases
- maximum likelihood estimation
- covariance matrices
- maximum likelihood
- em algorithm
- parameter estimation
- covariance matrix
- expectation maximization
- gaussian distribution
- gaussian mixture model
- maximum a posteriori
- mixture model
- multivariate normal
- density estimation
- hyperparameters
- distance measure
- density function
- gaussian mixture