Covariance estimation with limited training samples

被引:126
作者
Tadjudin, S [1 ]
Landgrebe, DA [1 ]
机构
[1] Purdue Univ, Sch Elect & Comp Engn, W Lafayette, IN 47907 USA
来源
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING | 1999年 / 37卷 / 04期
关键词
covariance estimation; Gaussian maximum likelihood; leave-one-out log likelihood; regularization;
D O I
10.1109/36.774728
中图分类号
P3 [地球物理学]; P59 [地球化学];
学科分类号
0708 ; 070902 ;
摘要
,This paper describes a covariance estimator formulated under an empirical Bayesian setting to mitigate the problem of limited training samples in the Gaussian maximum likelihood (ML) classification for remote sensing. The most suitable covariance mixture is selected by maximizing the average leave-one-out log likelihood. Experimental results using AVIRIS data are presented.
引用
收藏
页码:2113 / 2118
页数:6
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