Bounding the State Covariance Matrix for a Randomly Switching Linear System with Noise.
Yongeun YoonCorbin KlettEric FeronPublished in: CoRR (2019)
Keyphrases
- covariance matrix
- pseudo inverse
- covariance matrices
- sample size
- estimation error
- principal component analysis
- gaussian mixture
- geometrical interpretation
- upper bound
- correlation matrix
- mahalanobis distance
- objective function
- symmetric matrix
- positive definite
- eigenvalues and eigenvectors
- noise level
- missing data
- least squares
- image segmentation
- class conditional densities