Absolute Eigenvalues-Based Covariance Matrix Estimation for a Sparse Array.
Kaushallya AdhikariPublished in: SSP (2021)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- eigenvalues and eigenvectors
- correlation matrix
- principal component analysis
- eigendecomposition
- sample size
- mahalanobis distance
- high dimensional
- positive definite
- gaussian mixture
- geometrical interpretation
- pseudo inverse
- multivariate gaussian
- objective function
- random projections
- genetic algorithm
- parameter estimation
- symmetric matrix
- principal components
- transformation matrix
- upper bound
- feature vectors
- computer vision