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...
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| Главные авторы: | , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
IEEE
2024-01-01
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| Серии: | IEEE Open Journal of Signal Processing |
| Предметы: | |
| Online-ссылка: | https://ieeexplore.ieee.org/document/10704043/ |
| Метки: |
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