Lattice filter interpretations of the Chandrasekhar recursions for estimation and spectral factorization
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How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite second moment and ...
Polarimetric incoherent target decomposition aims at accessing physical parameters of illuminated scatters through the analysis of the target coherence or covariance matrix. In this framework, independent component analysis (ICA) was recently proposed as a ...
Institute of Electrical and Electronics Engineers2016
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