On the effect of random snapshot timing jitter on the covariance matrix for JADE estimation.
Ahmad BazziDirk T. M. SlockLisa MeilhacPublished in: EUSIPCO (2015)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- principal component analysis
- geometrical interpretation
- mahalanobis distance
- sample size
- correlation matrix
- gaussian mixture
- eigendecomposition
- multivariate gaussian
- multivariate normal
- pseudo inverse
- multi agent systems
- positive definite
- eigenvalues and eigenvectors
- objective function
- principal components
- distance measure
- machine learning