A Random Matrix--Theoretic Approach to Handling Singular Covariance Estimates

Thomas L. Marzetta Gabriel H. Tucci Steven H. Simon

Published in: CoRR (2010)

Keyphrases

covariance matrix
correlation matrix
singular value decomposition
covariance matrices
linear algebra
uniformly distributed
machine learning
joint estimation
data sets
confidence intervals
accurate estimation
singular values
positive definite
fisher information
coefficient matrix