Kronecker Structured Covariance Matrix Estimation.
Karl WernerMagnus JanssonPetre StoicaPublished in: ICASSP (3) (2007)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- eigenvalues and eigenvectors
- principal component analysis
- mahalanobis distance
- sample size
- eigendecomposition
- geometrical interpretation
- positive definite
- pseudo inverse
- gaussian mixture
- parameter estimation
- multivariate gaussian
- correlation matrix
- transformation matrix
- objective function
- maximum likelihood estimation
- similarity search
- maximum likelihood
- simulated annealing
- lower bound
- computer vision
- cma es
- class conditional densities