A reduced rank approach for covariance matrix estimation in EEG signal classification.
Naoki TomidaMasao YamagishiIsao YamadaToshihisa TanakaPublished in: EMBC (2014)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- principal component analysis
- sample size
- positive definite
- mahalanobis distance
- eigenvalues and eigenvectors
- correlation matrix
- geometrical interpretation
- pseudo inverse
- eigendecomposition
- multivariate gaussian
- gaussian mixture
- signal processing
- objective function
- maximum likelihood estimation
- brain computer interface
- density estimation
- transformation matrix
- parameter estimation