Using Joint Generalized Eigenvectors of a Set of Covariance Matrix Pencils for Deflationary Blind Source Extraction.
Mingjian ZhangXiaohua LiJun PengPublished in: IEEE Trans. Signal Process. (2018)
Keyphrases
- covariance matrix
- geometrical interpretation
- principal component analysis
- covariance matrices
- relative entropy
- mahalanobis distance
- eigendecomposition
- probability distribution
- sample size
- spectral clustering
- class conditional densities
- machine learning
- symmetric matrix
- pseudo inverse
- positive definite
- least squares
- computer vision