53 search results - page 1 / 11 » Covariance Matrix Estimation With Heterogeneous Samples |
TSP
2008
13 years 4 months ago
2008
We consider the problem of estimating the covariance matrix of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly ...
TSP
2008
13 years 4 months ago
2008
Abstract--This correspondence derives lower bounds on the meansquare error (MSE) for the estimation of a covariance matrix , using samples k = 1; . . . ; K, whose covariance matric...
NIPS
2008
13 years 6 months ago
2008
Covariance estimation for high dimensional vectors is a classically difficult problem in statistical analysis and machine learning. In this paper, we propose a maximum likelihood ...
ICASSP
2009
IEEE
13 years 11 months ago
2009
IEEE
Reducing the number of secondary data used to estimate the Clutter Covariance Matrix (CCM) for Space Time Adaptive Processing (STAP) techniques is still an active research topic. ...
CSSC
2010
13 years 2 months ago
2010
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...