Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions

Keyphrases

• Robust Estimation 100%
• Structural Constraints 100%
• Elliptical Distribution 100%
• Structure Information 100%
• Structured Covariance Matrix 100%
• Prior Structure 100%
• Kronecker Structure 100%
• Numerical Results 50%
• Nonconvex 50%
• Global Minimum 50%
• Low Computational Complexity 50%
• Covariance Structure 50%
• Underlying Distribution 50%
• Covariance Matrix 50%
• Signal Processing 50%
• Estimation Method 50%
• Cost Function 50%
• Estimation Error 50%
• Stationary Point 50%
• Constraint Set 50%
• Estimation Accuracy 50%
• Toeplitz 50%
• Algorithm Framework 50%
• SIMPLE Algorithm 50%
• Toeplitz Structure 50%
• Rank-1 Matrices 50%
• Majorization-minimization Algorithm 50%
• Majorization-minimization 50%
• Geodesic Convexity 50%

Mathematics

• Covariance Matrix 100%
• Elliptical Distribution 100%
• Robust Estimation 100%
• Majorization 66%
• Underlying Distribution 33%
• Wide Range 33%
• Covariance Structure 33%
• Stationary Point 33%
• Computational Cost 33%
• Cost Function 33%
• M-Estimator 33%
• Toeplitz Matrix 33%