Abstract
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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Šmídl, V., Kárný, M., Šámal, M., Backfrieder, W., Szabo, Z. (2001). Smoothness Prior Information in Principal Component Analysis of Dynamic Image Data. In: Insana, M.F., Leahy, R.M. (eds) Information Processing in Medical Imaging. IPMI 2001. Lecture Notes in Computer Science, vol 2082. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45729-1_24
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DOI: https://doi.org/10.1007/3-540-45729-1_24
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