Kronecker Product Based Second Order Approximation of Mean Value and Covariance Matrix in Nonlinear Transformations.
Dimitris E. ManolakisPublished in: IEEE Signal Process. Lett. (2011)
Keyphrases
- covariance matrix
- kronecker product
- difference equations
- covariance matrices
- sample size
- principal component analysis
- eigendecomposition
- high order
- higher order
- eigenvalues and eigenvectors
- approximation algorithms
- gaussian mixture
- geometrical interpretation
- positive definite
- correlation matrix
- objective function
- mahalanobis distance
- pseudo inverse
- multivariate gaussian
- closed form
- feature extraction
- estimation error
- laplacian matrix
- symmetric matrix
- principal components
- maximum likelihood
- machine learning