Robust Estimation of the Covariance Matrix From Data With Outliers
The robust estimation of the covariance matrix is a frequent task in practical applications in which, more often than not, some data samples are outliers. There are several methods that can be used to robustly estimate a covariance matrix from corrupted data, a representative example of which is the...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
IEEE
2024-01-01
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| Saila: | IEEE Open Journal of Signal Processing |
| Gaiak: | |
| Sarrera elektronikoa: | https://ieeexplore.ieee.org/document/10704043/ |
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