An EL Approach for Similarity Parameter Selection in KA Covariance Matrix Estimation.
Jianbo LiAugusto AubryAntonio De MaioJie ZhouPublished in: IEEE Signal Process. Lett. (2019)
Keyphrases
- covariance matrix
- parameter selection
- estimation error
- covariance matrices
- adaptive regularization
- sample size
- correlation matrix
- model selection
- principal component analysis
- similarity measure
- distance measure
- eigenvalues and eigenvectors
- neural network
- feature extraction
- distance metric
- geometrical interpretation
- principal components
- pairwise
- objective function
- machine learning