Rank-Constrained Maximum Likelihood Estimation of Structured Covariance Matrices.
Bosung KangVishal MongaMuralidhar RangaswamyPublished in: IEEE Trans. Aerosp. Electron. Syst. (2014)
Keyphrases
- maximum likelihood estimation
- covariance matrices
- maximum likelihood
- em algorithm
- parameter estimation
- covariance matrix
- gaussian distribution
- expectation maximization
- gaussian mixture model
- maximum a posteriori
- gaussian mixture
- probability distribution
- mixture model
- distance measure
- vector space
- density function
- feature vectors
- hyperparameters
- active learning