查询词典 sample covariance matrix

Finally, the difference of the positive definite conditions for discrete and continuous sample covariance matrix is discussed.

并通过比较两者的正定性条件，总结出离散型与连续型样本协方差矩阵的不同之处。

In a special case of 2 dimensional variables, the probability of the positive definitiveness of the discrete sample covariance matrix is given in term of sample size and variable dimension. Based on the results, the optimal sample size is provided in this thesis.

推出了离散型样本协方差矩阵正定的充要条件，得到了求离散型样本协方差矩阵正定概率的模型，建立了特殊情况下的抽样优化模型。

The key technique in the MUSIC algorithm is the signal subspace extraction which can be found from the eigen decomposition of the sample covariance matrix of the antenna receive signal. The eigen value decomposition of a Hermitian matrix is implemented by using the QR algorithm, and the signal subspace is constituted by collecting the significant eigen vectors.

在复合信号分类演算法中的重要关键为信号子空间与杂讯子空间的分解，这两个子空间可以利用对天线收到信号的取样共变异矩阵做特徵值分解中求出，本篇并以QR演算法实现厄米特矩阵之特徵值分解，信号子空间便是由分解后的特徵向量所集合而成。

Moreover, it processes only a single snapshot data with no use for the formation of the sample covariance matrix and matrix inversion operation.

同时，它只对单快拍数据进行处理，避免了样本协方差矩阵的构造以及矩阵求逆运算，更适合于实时处理。

Nevertheless, in many practical applications such as in low sample support or when the signal statistics are rapidly time-varying, we may not have enough sample to form the sample covariance matrix.

然而，常规的子空间估计方法由于涉及到阵列协方差矩阵的估计及其特征值分解，从而需要较高的计算复杂度。

The algorithm processes very few snapshot data opposed to forming sample covariance matrix and computing matrix inversion.

它无需构造协方差矩阵及进行矩阵求逆，又避免了复杂度较高的广义特征值分解。

For these important and practical problems,sample covariance matrix is an important statistic because many important statistics are functionals of it.When we make statistical inferences,such as estimations and/or hypothesis tests,the sample covariance matrices must be investigated.

以上诸多方面在做估计和假设检验过程中，无不用到大维随机矩阵的处理，尤其是大维样本协方差矩阵的相关性质，因为多元分析中许多重要的统计量都可以表示成样本协方差矩阵的函数。

For the case where the sample covariance matrix is unknown or the sample support is not sufficient to form the sample covariance matrix, we carry out the spatially smoothed CSA-MSWF to quickly find the signal subspace and the noise subspace.

如果阵列协方差矩阵是未知的，我们采用空间平滑的CSA-MSWF快速计算信号子空间和噪声子空间的基矢量。

A new approach-two dimensional principal component analysis(2DPCA) is developed for face recognition. 2DPCA approach dont need to transform the image matrix into feature vector. It directly uses the image matrix to construct the sample covariance matrix.

5研究了二维主成分分析(2DPCA)方法，2DPCA方法不需要先将图像矩阵展开成一维向量，而是直接利用图像矩阵来构建样本协方差矩阵，所以2DPCA比PCA的识别时间更短，识别更高。

Five ways on comparing covariance matrix are applied to the Shanghai 50 Indexes Stock Exchange, which are sample covariance matrix, scalar matrix, two-parameter covariance matrix, single index matrix, constant correlation matrix. We adopt principal components method and Markowitz portfolio method to measure stock market risk using VaR, getting the effect of measuring market risk. The result shows that sample covariance matrix and two-parameter covariance matrix could measure market risk more effectively.

本文以上证50指数数据为样本，采用样本协方差矩阵、数量矩阵、两参数模型矩阵、单指数模型矩阵、常量相关矩阵作为与股票相关的协方差矩阵，结合投资策略选择的主成分方法和Markowitz最优投资组合方法，计算VaR以度量市场风险，并比较了五种协方差矩阵度量市场风险的效果，结果表明，在主成分方法中，样本协方差矩阵和两参数矩阵方法能有效的度量市场风险。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

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镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。