Algorithm-Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from a Limited Number of Samples.

摘要

This MATLAB function is an algorithm designed to improve the eigenvalue estimates of Wishart-distributed covariance matrices and to recompute a revised covariance matrix from the eigenvalues. The MATLAB function is an implementation of the procedure developed and published by Avishai Ben-David and Charles E. Davidson (Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from Limited Number of Samples. IEEE Trans. Geosci. Remote Sens. 2012, 50(11), pp 4384 4396).