Iterated Toeplitz approximation of covariance matrices.
D. M. WikesMonson H. HayesPublished in: ICASSP (1988)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- gaussian distribution
- vector space
- gaussian mixture model
- distance measure
- least squares
- riemannian manifolds
- feature vectors
- closed form
- gaussian mixture
- sample size
- linear classifiers
- multivariate normal
- riemannian metric
- computer vision
- data sets
- cross validation
- upper bound
- knn
- prior knowledge
- pairwise
- similarity measure