Least-Squares Covariance Matrix Adjustment.
Stephen P. BoydLin XiaoPublished in: SIAM J. Matrix Anal. Appl. (2005)
Keyphrases
- covariance matrix
- least squares
- covariance matrices
- principal component analysis
- sample size
- mahalanobis distance
- eigenvalues and eigenvectors
- optical flow
- positive definite
- geometrical interpretation
- parameter estimation
- pseudo inverse
- gaussian mixture
- class conditional densities
- objective function
- estimation error
- ls svm
- transformation matrix
- multivariate gaussian
- singular value decomposition
- maximum likelihood
- search algorithm