Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation.
Kaibo WangArthur B. YehBo LiPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- pseudo inverse
- optimal solution
- gaussian mixture
- penalized likelihood
- data mining
- principal component analysis
- maximum likelihood estimation
- mahalanobis distance
- positive definite
- eigendecomposition
- eigenvalues and eigenvectors
- symmetric matrix
- class conditional densities