Smoothness Prior Information in Principal Component Analysis of Dynamic Image Data
Principal component analysis is a well developed and under- stood method of multivariate data processing. Its optimal performance requires knowledge of noise covariance that is not available in most ap- plications. We suggest a method for estimation of noise covariance based on assumed smoothness of...
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Format: | Tagungsbericht |
Sprache: | eng |
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Zusammenfassung: | Principal component analysis is a well developed and under- stood method of multivariate data processing. Its optimal performance requires knowledge of noise covariance that is not available in most ap- plications. We suggest a method for estimation of noise covariance based on assumed smoothness of the estimated dynamics. |
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ISSN: | 0302-9743 1611-3349 |
DOI: | 10.1007/3-540-45729-1_24 |