Non singular approximations for a singular covariance matrix Academic Article uri icon

abstract

  • ABSTRACT Accurate covariance matrix estimation for high dimensional data can be a difficult problem. A good approximation of the covariance matrix needs in most cases a prohibitively large number of pixels, ie pixels from a stationary section of the image whose number is greater than several times the number of bands. Estimating the covariance matrix with a number of pixels that is on the order of the number of bands or less will cause, not only a bad estimation of the covariance matrix, but also a singular covariance matrix …

publication date

  • May 8, 2012