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Comment on "Order-recursive factorization of the pseudoinverse of a covariance matrix" [with reply].

Jie ZhouYunmin ZhuWallace E. Larimore
Published in: IEEE Trans. Autom. Control. (2002)
Keyphrases
  • covariance matrix
  • pseudo inverse
  • pairwise
  • covariance matrices
  • principal component analysis
  • sample size
  • ridge regression
  • geometrical interpretation
  • computational complexity