The computation of covariance and correlation matrices are critical to many data mining applications and processes. Unfortunately the classical covariance and correlation matrices...
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...
The problem of the online identification of multi-input multi-output (MIMO) state-space models in the framework of discrete-time subspace methods is considered in this paper. Seve...
This paper considers the decomposition of a complex matrix as the product of several sets of semi-unitary matrices and upper triangular matrices in iterative manner. The inner mos...
This work considers the independent component analysis (ICA) of quaternion random vectors. In particular, we focus on the Gaussian case, and therefore the ICA problem is solved by...
Sparsity in the eigenspace of signal covariance matrices is exploited in this paper for compression and denoising. Dimensionality reduction (DR) and quantization modules present i...