A New Chart for Monitoring the Covariance Matrix of Bivariate Processes.
Antonio Fernando Branco CostaMarcela Aparecida Guerreiro MachadoPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- gaussian mixture
- mahalanobis distance
- positive definite
- objective function
- geometrical interpretation
- multivariate gaussian
- eigenvalues and eigenvectors
- correlation matrix
- pseudo inverse
- mahalanobis metric
- multivariate normal
- cma es
- transformation matrix
- eigendecomposition
- principal components
- estimation error
- least squares