53 search results - page 4 / 11 » Covariance Matrix Estimation With Heterogeneous Samples |
TSP
2008
13 years 8 months ago
2008
Abstract--We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for ada...
IGARSS
2009
13 years 6 months ago
2009
A novel STAP algorithm based on sparse recovery technique, called CS-STAP, were presented. Instead of using conventional maximum likelihood estimation of covariance matrix, our met...
PR
2008
13 years 8 months ago
2008
It is generally believed that quadratic discriminant analysis (QDA) can better fit the data in practical pattern recognition applications compared to linear discriminant analysis ...
ICDM
2009
IEEE
14 years 3 months ago
2009
IEEE
—Eigenvalue analysis is an important aspect in many data modeling methods. Unfortunately, the eigenvalues of the sample covariance matrix (sample eigenvalues) are biased estimate...
MA
2010
Springer
13 years 7 months ago
2010
Springer
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...