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Techniques for Generating Analytic Covariance Expressions for Eigenvalues and Eigenvectors.

Andrew J. LiounisJohn A. Christian
Published in: IEEE Trans. Signal Process. (2016)
Keyphrases
  • eigenvalues and eigenvectors
  • covariance matrix
  • sample size
  • principal component analysis
  • adjacency matrix
  • objective function
  • positive definite