Stationary discrete-time covariance factorization using Newton-Raphson iteration.

Langford B. White Brian D. O. Anderson

Published in: Math. Control. Signals Syst. (1992)

Keyphrases

newton raphson
non stationary
hessian matrix
pairwise
markov chain
covariance matrix
expectation maximization
low rank
multiscale
matrix factorization
feature extraction
image analysis
cost function
denoising
edge detection
singular value decomposition