Matrix pencil based toeplitz covariance matrix reconstruction approach for correlated weak source detection.
Jing WangFei JiFangjiong ChenPublished in: ICSPCC (2017)
Keyphrases
- covariance matrix
- correlation matrix
- positive definite
- covariance matrices
- eigenvalues and eigenvectors
- sample size
- multivariate gaussian
- principal component analysis
- mahalanobis distance
- pseudo inverse
- least squares
- transformation matrix
- objective function
- eigendecomposition
- singular value decomposition
- geometrical interpretation
- class conditional densities
- laplacian matrix
- cma es