Simple expressions of CEP and covariance matrix for localization using LOB measurements for circular trajectory.
Joon-Ho LeeSung-woo ChoIn-Sik ChoiPublished in: IEICE Electron. Express (2012)
Keyphrases
- covariance matrix
- covariance matrices
- sample size
- principal component analysis
- positive definite
- objective function
- geometrical interpretation
- complex event processing
- correlation matrix
- mahalanobis distance
- multivariate normal
- eigenvalues and eigenvectors
- gaussian mixture
- principal components
- pseudo inverse
- multivariate gaussian
- gaussian distribution
- special case
- feature space