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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Hauptverfasser: Šmídl, Václav, Kárný, Miroslav, Šámal, Martin, Backfrieder, Werner, Szabo, Zsolt
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.
ISSN:0302-9743
1611-3349
DOI:10.1007/3-540-45729-1_24