On eigenvalue decomposition estimators of centro-symmetric covariance matrices.
Jean Pierre DelmasPublished in: Signal Process. (1999)
Keyphrases
- symmetric matrix
- covariance matrices
- covariance matrix
- eigenvalue decomposition
- principal component analysis
- maximum likelihood
- transformation matrix
- low dimensional
- gaussian distribution
- least squares
- distance measure
- blind source separation
- vector space
- sample size
- spectral clustering
- positive definite
- high dimensional
- riemannian manifolds
- auto correlation
- similarity search
- image classification