2 papers
math.ST2020
Fisher-Rao distance on the covariance cone
Joseph Wells, Mary Cook, Karleigh Pine +1
The Fisher-Rao geodesic distance on the statistical manifold consisting of zero-mean p-dimensional multivariate Gaussians appears without proof in several places (such as Steven Sm…
eess.SP2020
Space-Time Adaptive Detection at Low Sample Support
Benjamin D. Robinson, Robert Malinas, Alfred O. Hero
An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signal…