查询词典 covariance matrix

Furthermore,singular value decompositionis applied in the calculation of the covariance matrix of the formulas of Kalman Filter.

同时 ，在卡尔曼滤波计算中，将奇异值分解应用于卡尔曼滤波的递推公式中，提高了协方差阵计算的数值稳定性。

In order to obtain the weights of WWFM, an approach named Covariance Matrix Method is proposed to estimate the SNR of sources.

为获得该算法中的信噪比权值估计，提出估计目标源信噪比的"协方差矩阵方法"，获得较好的估计效果。

In order to solve the problem how to construct covariance matrix that used prescient information of measurement data in least-square-method, a cellular location algorithm based on the RBF neural network is proposed.

为了解决最小二乘法需要测量数据的先验信息来构造协方差矩阵的问题，提出了基于RBF神经网络的蜂窝无线定位算法。

At last, extends realized volatility based on high-frequency data to realized covariance matrix based on multivariate high-frequency data.

接着，实证研究了上海股市的"已实现"波动和调整"已实现"波动的特性，并针对调整"已实现"波动的长记忆性和"杠杠"效应建立了 ARFIMAX 模型。

Based on the high-frequency data, the realized volatility and realized covariance matrix was introduced systematically.

系统介绍基于高频交易数据的"已实现"波动率及由它拓展而来的"已实现"协方差矩阵。

In this thesis, an adaptive tracking technique based on the Kalman filter will be proposed. This proposed method is focus on the development of error covariance matrix.

在这篇论文中将提出一个适应性寻迹的技术，此技术运用卡氏过滤理论为基础，并著眼於误差共变数矩阵的发展。

Traditional multivariable analysis method, for example, principal component analysis method and factor analysis method, are common in calculating the mean vector, the covariance matrix of sample and other variables.

摘要传统的多元统计分析方法，如主成分分析方法和因子分析方法等的共同点是计算样本的均值向量和协方差矩阵，并在这两者的基础上计算其他统计量。

This paper focus on establishing a set of self-contained theory system on robust estimation by changing the covariance matrix of observations.

本文致力于建立一套基于调整观测量协方差阵的稳健最小二乘估计理论。

For the constraint system of covariance matrix being uncertain, a robust moving horizon estimation strategy is discussed.

针对噪声方差不确定的约束系统，讨论了一种鲁棒滚动时域估计方法。

The sufficient and necessary conditions of positive definitiveness of a covariance matrix from multivariate discrete data are obtained.

本论文通过引入p-向量配、I-线性组合及它们的性质，研究离散型样本协方差矩阵的正定性问题。

Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.

在对危险的南部地区访问时，他斥责什叶派民兵领导人对中央集权的挑衅行为。

In fact,I've got him on the satellite mobile right now.

实际上 我们已接通卫星可视电话了