Minimum Eigenvalue Based Covariance Matrix Estimation with Limited Samples.
Jing QianJuening JinHao WangPublished in: WCNC (2024)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- principal component analysis
- sample size
- gaussian mixture
- geometrical interpretation
- symmetric matrix
- mahalanobis distance
- class conditional densities
- positive definite
- eigendecomposition
- training samples
- correlation matrix
- pseudo inverse
- multivariate gaussian
- mahalanobis metric
- eigenvalues and eigenvectors
- multi objective
- cma es
- feature extraction
- genetic algorithm