MIMO filters based on robust rank-constrained Kronecker covariance matrix estimation.
Arnaud BreloyGuillaume GinolhacYongchan GaoFrédéric PascalPublished in: Signal Process. (2021)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- geometrical interpretation
- principal component analysis
- eigenvalues and eigenvectors
- sample size
- pseudo inverse
- positive definite
- multivariate gaussian
- mahalanobis distance
- machine learning
- gaussian mixture
- correlation matrix
- density estimation
- symmetric matrix
- eigenvalue decomposition
- computer vision