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On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation.

Jindrich DuníkOndrej StrakaMiroslav Simandl
Published in: IEEE Trans. Autom. Control. (2017)
Keyphrases
  • covariance matrices
  • least squares
  • parameter estimation
  • image processing
  • learning algorithm
  • distance function
  • covariance matrix
  • similarity measure
  • statistical methods
  • riemannian manifolds