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方差矩阵

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However, measurement noises from different sensors are generally correlated with covariance matrix which is difficult to be determined accurately.

但各传感器测量噪声会出现相关的情况,而且很难得到相关测量噪声的方差矩阵的精确值,测量系统往往是不确定的。

It points out the limitation in dead-reckoning and gives out the state covariance matrix.

研究了由里程计进行航迹推算的局限性,给出机器人位姿误差协方差矩阵的更新方程。

Realized covariance matrix is a new measurement of the volatility and correlation of portfolio.

"已实现"协方差矩阵是对投资组合波动性及相关性的一种全新的度量方法。

In this paper, by using the special structure of the covariance matrix, a fast high resolution method based on QR decomposition is presented.

利用阵列输出协方差矩阵的特殊结构,本文提出一种基于QR分解的高分辨谱估计方法及其改进形式。

The new method does not require the formation of the covariance matrix and its eigendecomposition.

不仅使得智能天线的结构尺寸减小了30%,通过多级嵌套维纳滤波器前向递推的方法,子空间的分解和维数确定可同时进行,不需要估计接收信号的协方差矩阵和对其作特征值分解,运算量可以明显降低,收敛速度快。

In order to solve the problem how to construct covariance matrix that used prescient information of measurement data in least-square-method,a cellular localization algorithm based on the BP 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BP神经网络的蜂窝无线定位算法。

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。

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

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。

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