Robust rank constrained kronecker covariance matrix estimation.
Arnaud BreloyYing SunPrabhu BabuGuillaume GinolhacDaniel Pérez PalomarPublished in: ACSSC (2016)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- eigenvalues and eigenvectors
- principal component analysis
- sample size
- mahalanobis distance
- positive definite
- geometrical interpretation
- eigendecomposition
- pseudo inverse
- multivariate gaussian
- gaussian mixture
- class conditional densities
- image processing
- correlation matrix
- objective function