Computing the Moore-Penrose Inverse for the Covariance Matrix in Constrained Nonlinear Estimation.
Wolfgang M. HartmannRobert E. HartwigPublished in: SIAM J. Optim. (1996)
Keyphrases
- covariance matrix
- pseudo inverse
- moore penrose
- estimation error
- correlation matrix
- covariance matrices
- principal component analysis
- sample size
- gaussian mixture
- eigenvalues and eigenvectors
- laplacian matrix
- parameter estimation
- least squares
- eigendecomposition
- geometrical interpretation
- neural network
- principal components
- ridge regression
- dimensionality reduction
- machine learning