Bias Adjusted Sign Covariance Matrix.
Elias RaninenEsa OllilaPublished in: IEEE Signal Process. Lett. (2022)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- eigendecomposition
- gaussian mixture
- positive definite
- pseudo inverse
- correlation matrix
- eigenvalues and eigenvectors
- mahalanobis distance
- estimation error
- symmetric matrix
- image processing
- transformation matrix
- geometrical interpretation
- semidefinite programming
- vector space
- multivariate gaussian
- class conditional densities