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Estimation of locally stationary covariance matrices from data.

Francisco M. GarciaIsabel M. G. Lourtie
Published in: ICASSP (6) (2003)
Keyphrases
  • covariance matrices
  • data sets
  • prior knowledge
  • covariance matrix
  • training data
  • data analysis
  • maximum likelihood
  • similarity measure
  • upper bound
  • high dimensional data