Geometric characterization of eigenvalues of covariance matrix for two-source array processing.
S. I. ChouPublished in: ICASSP (1991)
Keyphrases
- covariance matrix
- covariance matrices
- correlation matrix
- mahalanobis distance
- principal component analysis
- eigenvalues and eigenvectors
- positive definite
- eigendecomposition
- sample size
- objective function
- geometrical interpretation
- class conditional densities
- gaussian mixture
- multivariate gaussian
- pseudo inverse
- symmetric matrix
- mahalanobis metric
- principal components
- maximum likelihood
- feature extraction
- transformation matrix
- riemannian manifolds
- image processing
- genetic algorithm