Inferring the eigenvalues of covariance matrices from limited, noisy data
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Publication:2734357
DOI10.1109/78.847792zbMath0992.94006OpenAlexW2128796916MaRDI QIDQ2734357
Richard M. Everson, Stephen J. Roberts
Publication date: 14 August 2001
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/78.847792
Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Eigenvalues, singular values, and eigenvectors (15A18)
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