Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis
DOI10.1109/TSP.2007.901652zbMATH Open1390.94355OpenAlexW2161503240MaRDI QIDQ4567600FDOQ4567600
Authors: Frédéric Pascal, Jean Philippe Ovarlez, Philippe Forster, Yacine Chitour, P. Larzabal 
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2007.901652
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- Generalized maximum-likelihood estimation of variance-covariance components with non-infor\-mative prior.
- CFAR assessment of covariance matrix estimators for non-Gaussian clutter
- A maxiset approach of a Gaussian noise model
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- Covariance structure regularization via Frobenius-norm discrepancy
- A review of Tyler's shape matrix and its extensions
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- Performance analysis of GLRT-based adaptive detector for distributed targets in compound-Gaussian clutter
- Covariance structure regularization via entropy loss function
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- The random matrix regime of Maronna's M-estimator with elliptically distributed samples
- Conditional Expected Likelihood Technique for Compound Gaussian and Gaussian Distributed Noise Mixtures
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- Performance analysis of two structured covariance matrix estimators in compound-Gaussian clutter
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate
- Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data
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