Title :
A recursive relation for the inverse of the covariance matrix in optimal pattern classifiers (Corresp)
fDate :
1/1/1965 12:00:00 AM
Keywords :
Covariance matrices; Matrix inversion; Pattern classification; Correlators; Covariance matrix; Filtering theory; Information filtering; Information filters; Nonlinear filters; Recursive estimation; Signal generators; Symmetric matrices; Vectors;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1965.1053711