Distributed adaptive estimation of covariance matrix eigenvectors in wireless sensor networks with application to distributed PCA.
Alexander BertrandMarc MoonenPublished in: Signal Process. (2014)
Keyphrases
- covariance matrix
- principal component analysis
- covariance matrices
- wireless sensor networks
- principal components analysis
- eigenvalues and eigenvectors
- estimation error
- correlation matrix
- positive definite
- mahalanobis distance
- gaussian mixture
- principal components
- geometrical interpretation
- pseudo inverse
- multivariate gaussian
- sample size
- eigendecomposition
- class conditional densities
- feature space
- maximum likelihood estimation
- vector space
- model selection
- probabilistic model