On Kronecker and Linearly Structured Covariance Matrix Estimation.
Petter WirfältMagnus JanssonPublished in: IEEE Trans. Signal Process. (2014)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- eigenvalues and eigenvectors
- principal component analysis
- sample size
- mahalanobis distance
- eigendecomposition
- geometrical interpretation
- positive definite
- parameter estimation
- gaussian mixture
- correlation matrix
- machine learning
- density estimation
- multi objective
- maximum likelihood estimation
- pseudo inverse
- multivariate gaussian
- least squares
- feature vectors
- high dimensional
- objective function
- genetic algorithm