Space-Time Covariance Matrix Estimation: Loss of Algebraic Multiplicities of Eigenvalues.
Faizan A. KhattakStephan WeissIan K. ProudlerJohn G. McWhirterPublished in: IEEECONF (2022)
Keyphrases
- covariance matrix
- space time
- estimation error
- covariance matrices
- spatio temporal
- spatial and temporal
- video sequences
- sample size
- dynamic scenes
- correlation matrix
- eigenvalues and eigenvectors
- motion patterns
- positive definite
- principal component analysis
- mahalanobis distance
- eigendecomposition
- gaussian mixture
- scan statistic
- geometrical interpretation
- multiple view geometry
- principal components
- maximum likelihood estimation
- objective function
- multivariate gaussian
- class conditional densities
- worst case
- event detection
- maximum likelihood