Blar i Institutt for elektro, IT, og kybernetikk på emneord "Covariance estimation"
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PCR/PLSR optimization based on noise covariance estimation and Kalman filtering theory
(Journal article; Peer reviewed, 2002)The theoretical connection between principal component regression (PCR) and partial least squares regression (PLSR) on one hand and Kalman filtering (KF) on the other is known from earlier work. In the present paper we ...