Fast converging adaptive processor or a structured covariance matrix.
Michael J. SteinerKarl GerlachPublished in: IEEE Trans. Aerosp. Electron. Syst. (2000)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- positive definite
- mahalanobis distance
- normal distribution
- eigenvalues and eigenvectors
- gaussian mixture
- geometrical interpretation
- objective function
- correlation matrix
- multivariate gaussian
- estimation error
- principal components
- least squares
- closed form
- pseudo inverse
- low dimensional