Algorithm-Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from a Limited Number of Samples

Abstract

This MATLAB function is an algorithm designed to improve the eigenvalue estimates of Wishart-distributed covariance matrices and to recompute a revised covariance matrix from the eigenvalues. The MATLAB function is an implementation of the procedure developed and published by Avishai Ben-David and Charles E. Davidson (Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from Limited Number of Samples. IEEE Trans. Geosci. Remote Sens. 2012, 50(11), pp 4384 4396).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 2015
Accession Number
ADA619977

Entities

People

  • Avishai Ben-david
  • Charles E. Davidson

Organizations

  • Edgewood Chemical Biological Center

Tags

Communities of Interest

  • Biomedical
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Covariance
  • Data Science
  • Department Of Homeland Security
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Factor Analysis
  • Homeland Security
  • Information Science
  • Matched Filters
  • Medical Genetics
  • Remote Sensing
  • Signal Processing
  • Statistical Algorithms
  • Statistical Analysis
  • Technical Information Centers

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Image Processing and Computer Vision.
  • Linear Algebra