Parameter estimation for multivariate generalized gaussian distributions

IEEE Transactions on Signal Processing

Volumn 61, Issue 23, 2013, Pages 5960-5971

  Pascal, Frédéric ^a   Bombrun, Lionel ^b   Tourneret, Jean Yves ^c   Berthoumieu, Yannick ^b  

^a Centre National de la Recherche Scientifique   (France)

^b UNIVERSITÉ DE BORDEAUX   (France)

^c UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

Covariance matrix estimation; Fixed point algorithm; Multivariate generalized Gaussian distribution

Indexed keywords

COVARIANCE MATRIX ESTIMATION; FIXED-POINT ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATORS (MLE); MAXIMUM LIKELIHOOD PRINCIPLE; MULTIVARIATE GENERALIZED GAUSSIAN DISTRIBUTIONS; NEWTON-RAPHSON RECURSION; SIGNAL AND IMAGE PROCESSING; SYNTHETIC AND REAL DATA;

ALGORITHMS; COVARIANCE MATRIX; ESTIMATION; GAUSSIAN DISTRIBUTION; IMAGE PROCESSING; MAXIMUM LIKELIHOOD ESTIMATION;

PARAMETER ESTIMATION;

EID: 84888126925     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2013.2282909     Document Type: Article

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