Robust Kronecker Product PCA for Spatio-Temporal Covariance Estimation

DOI10.1109/TSP.2015.2472364zbMath1395.94113arXiv1411.1352OpenAlexW1893405396MaRDI QIDQ4580944

Alfred O. III Hero, Kristjan Greenewald

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1352

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (6)

An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing ⋮ Independent component analysis for tensor-valued data ⋮ Kronecker-structured covariance models for multiway data ⋮ Unnamed Item ⋮ Existence and uniqueness of the Kronecker covariance MLE ⋮ JADE for Tensor-Valued Observations

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