28 search results - page 2 / 6 » On Estimation of Covariance Matrices With Kronecker Product ... |
DAM
2006
13 years 5 months ago
2006
We show that the adjacency matrix M of the line digraph of a d-regular digraph D on n vertices can be written as M = AB, where the matrix A is the Kronecker product of the all-one...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
We consider the blind separation of sources with general (e.g., not necessarily stationary) temporal covariance structures. When the sources’ temporal covariance matrices are kn...
CSDA
2010
13 years 5 months ago
2010
Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large qua...
ICASSP
2009
IEEE
14 years 18 hour ago
2009
IEEE
We address covariance estimation under mean-squared loss in the Gaussian setting. Specifically, we consider shrinkage methods which are suitable for high dimensional problems wit...
ICASSP
2008
IEEE
13 years 11 months ago
2008
IEEE
In the general area of radar detection, estimation of the clutter covariance matrix is an important point. This matrix commonly exhibits a persymmetric structure: this is the case...