A pseudoinverse update algorithm for rank-reduced covariance matrices from 2-D data.
Gregory RobertsonR. Lynn KirlinW.-S. LuPublished in: IEEE Signal Process. Lett. (1997)
Keyphrases
- covariance matrices
- pseudo inverse
- covariance matrix
- input data
- learning algorithm
- data sets
- np hard
- worst case
- prior information
- maximum likelihood
- vector space
- incomplete data
- objective function
- expectation maximization
- optimal solution
- feature extraction
- closed form
- gaussian distribution
- data points
- reconstruction error
- image processing
- k means