Adaptive SVD algorithm for covariance matrix eigenstructure computation.
W. FerzaliJohn G. ProakisPublished in: ICASSP (1990)
Keyphrases
- covariance matrix
- computational complexity
- objective function
- k means
- similarity measure
- search space
- optimal solution
- np hard
- principal component analysis
- dimensionality reduction
- expectation maximization
- em algorithm
- transformation matrix
- global search
- covariance matrices
- eigendecomposition
- geometrical interpretation
- computer vision
- maximum likelihood estimation
- gaussian mixture
- least squares
- probabilistic model
- feature selection