协方差矩阵

我们通过平均信道容量函数的舒尔-凹性质对其进行分析，推导了最优输入协方差矩阵特征值分布的必要条件来刻画最优化的发射功率分配。

We analyze the ergodic capacity function by exploiting its property of schur-concavity , and develop a necessary condition for eigenvalues of the optimal input covariance matrix to characterize the properties of the transmit power distribution for achieving capacity .

基于DSP的协方差矩阵求逆的数值问题研究

A Study on Numerical Accuracy of Inversion of Covariance Matrix Based on DSP

GPS观测量先验方差-协方差矩阵实时估计

Real-time Estimation of a Prior Variance-covariance for GPS Observations

QoS约束的协方差矩阵锥度波束成形算法分析

Covariance Matrix Taper Beam-forming Algorithm Analysis Based on QoS Constraints

本文提出了一种GPS观测量的先验方差-协方差矩阵的实时估计方法。

A real-time estimation of a prior variance-covariance for GPS observations is suggested in this paper .

多维ARMA（p，q）模型自协方差矩阵的一种算法

An Algorithm of Autocovariance Matrix for Multivariate ARMA ( p , q ) Models

一种Kalman滤波系统误差及其协方差矩阵的半参数估计方法

A semi-parametric estimation method of systemic errors and covariance matrices in Kalman filter

该方法通过构造多通道SAR数据协方差矩阵，利用协方差矩阵小特征值之和的幅度来检测运动目标。

The variation of the small eigenvalues summation of the covariance matrix is adopted to detect moving targets .

它根据误差序列的突然变化来确定扰动发生的时刻。此模型下卡尔曼滤波器增益系数K、误差协方差矩阵P与测量数据无关，可以离线计算，计算量小。

Since the gain coefficient K and the error covariance matrix P are constant which can be calculated off-line , the computing burden is reduced remarkably .

关于ARMA序列协方差矩阵的逆

On the inverse of the covariance matrix of ARMA series

首先使用采样数据协方差矩阵的幂（Power）获得噪声子空间的估计，然后对噪声子空间进行OR分解并使用R矩阵估计信源个数，提出了无特征分解的信源个数检测算法&SDWED算法。

Firstly , the estimation of noise subspace is obtained by the power of covariance matrix and a novel source number detection method without eigen-decomposition is proposed based on QR decomposition .

以常速模型为基础，分析了根据机动输入来调整过程噪声协方差矩阵Q的原则。

Based on the constant velocity model , the principle of how to adjust the process noise covariance matrix Q is analyzed .

Lq估计的渐近方差-协方差矩阵及其特点

The Asymptotic Variance - covariance Matrix in L_q-norm Estimate and Its Characteristic

利用了估计出的用户空间特征构造协方差矩阵进行空间平滑的高分辨DOA估计。

The estimated spatial signature is adopted to construct the covariance matrix for high resolution DOA estimation .

利用协方差矩阵检测CFA插值的相机来源鉴别方法

Identification of source cameras based on CFA interpolation algorithm detection using covariance matrix

关于协方差矩阵不可逆时MARKOWITZ模型的求解问题

A New Algorithm on Solving MARKOWITZ Model with Inversible Covariance Matrix

在不求出DOA的情况下，采用离散傅里叶变换来估计该路径下行信道协方差矩阵。

DFT is used to estimate the covariance matrix of downlink channel of the path , not calculating DOA .

基于协方差矩阵的CFA插值盲检测方法

Blind CFA Interpolation Detection Based on Covariance Matrix

为了保持多极化SAR图像的极化特性，协方差矩阵中的每一个元素都必须在相同的局部同质区内进行独立的滤波处理。

To preserve the polarimetric properties of polarimetric SAR image , each element of the covariance matrix should be filtered independently in the same homogenous area .

传统MUSIC算法需要对接收数据的协方差矩阵进行特征值分解，在阵元多和采样拍数较多的情况下，计算复杂度高，且无法消除色噪声的影响。

The traditional MUSIC algorithm need the eigen-decomposition of the covariance matrix , when the array elements and the snapshots are more , it has high computational complexity and cannot eliminate the effection of colored noise .

研究了短时间序列的波达方向估计问题，提出改进的伪协方差矩阵以及相应的DOA估计算法。

The direction finding of the short sequences is investigated , and a modified pseudo-covariance and DOA estimation algorithm is presented . 4 .

传统的子空间方法需要准确的信道长度估计或协方差矩阵秩估计，并且因为采用SVD（singularvaluedecomposition）分解而需要很大的计算量。

The traditional subspace methods require accurate channel length estimation or rank estimation of the correlation matrix and demand a lot of computation for the SVD ( Singular Value Decomposition ) .

该方法的主要特点是引入了模型参数的协方差矩阵（Cm），使得反演过程能够利用模型参数的先验信息而加快收敛速度。

The main characteristic of the method is that it introduces a prior information matrix ( Cm ) of model parameters , and fastens the convergence of the iteration process .

另一类是基于对协方差矩阵进行子空间分解或投影的算法，包括：矢量特征法、多重信号分类法（MUSIC）、投影矩阵法等。

, the others are based on the spatial decomposition or projection of correlation matrix , this kind of algorithm include Vector Characterization Method , MUSIC ( multiple signal classification ) algorithm , Projection Matrix Method , etc.

第一种方法直接利用差分协方差矩阵的元素来得到修改的干扰子空U拘羹间，再用这个子空间来求得自适应权矢量。

The first method gets the modified interference subspace directly from the elements of the array covariance difference matrix and obtains the adaptive weight vector by utilizing this subspace .

针对空间相关噪声情况，利用两个独立阵列之间噪声不相关的特性，采用联合协方差矩阵的规范相关系数作为聚类特征，提出了一种基于模糊c均值聚类的信源个数检测方法。

To deal with the spatially correlated noise , a detection method based on Fuzzy-c-Means ( FCM ) clustering algorithm is proposed , which uses canonical correlation coefficients of the joint covariance matrix as the feature to be classified .

但运用最小二乘法重建管内声场时，协方差矩阵Q的最小特征值λmin对于矩阵奇异性的影响是十分敏感的。

When adopting least square method to reconstruct sound field in the tube , the minimum characteristic value is very sensitive to examination of the singular condition of the covariance matrix Q.

给出一种多传感器分布式次优Kalman滤波器，并以相对误差协方差矩阵作为量化指标，对该滤波器的融合效果进行评估；

A sub-optimal Kalman filter is presented in chapter 3 , and the relative error covariance matrix ( RECM ) is introduced to evaluate the performance of the fusion process ;

通过采用IMM滤波器输出的目标预测协方差矩阵作为跟踪协方差，对传统协方差矩阵正交法进行了改进。

The traditional covariance matrix orthogonal method is modified through taking the predicted covariance as target tracking covariance .

GPS观测量的先验方差-协方差矩阵的可靠性直接关系到GPS定位结果和可靠性，关系到模糊度初始化时间、模糊度搜索的可靠性及成功率。

In GPS data processing , a prior variance-covariance of GPS observations has direct effects on the positioning result and reliability , and on the initializing time , success rate and reliability of ambiguity search .