Analyzing the LMS Weight Error Covariance Matrix: An Exact Expectation Approach.
Filipe IgrejaPedro LaraLuís TarratacaLaura S. de AssisFernanda D. V. R. OliveiraAna L. F. de BarrosDiego B. HaddadPublished in: Circuits Syst. Signal Process. (2024)
Keyphrases
- covariance matrix
- estimation error
- covariance matrices
- sample size
- principal component analysis
- positive definite
- learning management systems
- error rate
- mahalanobis distance
- gaussian mixture
- correlation matrix
- multivariate normal
- geometrical interpretation
- pseudo inverse
- principal components
- eigenvalues and eigenvectors
- symmetric matrix
- eigendecomposition
- transformation matrix
- multivariate gaussian
- cma es
- machine learning
- mahalanobis metric