Toeplitz Structured Covariance Matrix Estimation for Radar Applications.
Xiaolin DuAugusto AubryAntonio De MaioGuolong CuiPublished in: SAM (2020)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- correlation matrix
- principal component analysis
- sample size
- least squares
- pseudo inverse
- eigendecomposition
- geometrical interpretation
- signal processing
- gaussian mixture
- transformation matrix
- multivariate gaussian
- mahalanobis distance
- positive definite
- multivariate normal
- symmetric matrix
- maximum likelihood estimation
- objective function
- machine learning
- vector space
- parameter estimation
- computational complexity
- cma es
- computer vision