Approximate diagonalized covariance matrix for signals with correlated noise.
Bram DilGustaf HendebyFredrik GustafssonBernhard J. HoendersPublished in: FUSION (2016)
Keyphrases
- covariance matrix
- correlated noise
- covariance matrices
- principal component analysis
- sample size
- gaussian mixture
- positive definite
- correlation matrix
- mahalanobis distance
- geometrical interpretation
- eigenvalues and eigenvectors
- multivariate gaussian
- estimation error
- edge detection
- objective function
- noise free
- independent component analysis
- similarity measure
- symmetric matrix
- face recognition