Covariance Matrix Decomposition Using Cascade of Linear Tree Transformations.
Navid Tafaghodi KhajaviAnthony KuhPublished in: GlobalSIP (2019)
Keyphrases
- covariance matrix
- pseudo inverse
- covariance matrices
- symmetric matrix
- principal component analysis
- mahalanobis distance
- sample size
- positive definite
- objective function
- geometrical interpretation
- correlation matrix
- gaussian mixture
- eigenvalues and eigenvectors
- eigendecomposition
- transformation matrix
- special case
- feature extraction
- image processing