Fast low-rank approximation for covariance matrices

2007 2nd IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMPSAP

Volumn , Issue , 2007, Pages 293-296

  Belabbas, Mohamed Ali ^a   Wolfe, Patrick J ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; APPROXIMATION ALGORITHMS; CHLORINE COMPOUNDS; COVARIANCE MATRIX; ERROR ANALYSIS; LINEAR ALGEBRA; POLYNOMIAL APPROXIMATION; SENSORS; SIGNAL PROCESSING; SINGULAR VALUE DECOMPOSITION; UBIQUITOUS COMPUTING;

ADAPTIVE PROCESSING; LOW-COMPLEXITY; LOW-RANK APPROXIMATIONS; MATRIX PRODUCTS; MULTI SENSORS; NUMERICAL LINEAR ALGEBRA; OPTIMAL SOLUTIONS; PERFORMANCE IMPROVEMENTS; POSITIVE-DEFINITE MATRICES; RANDOMIZED ALGORITHMS; SIMULATION RESULTS; SINGULAR VALUE DECOMPOSITIONS; STATISTICAL SIGNAL PROCESSING;

MATRIX ALGEBRA;

EID: 50249182305     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CAMSAP.2007.4498023     Document Type: Conference Paper

References (9)

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