Results 21 to 30 of about 55,665 (307)
A finite-difference method for linearization in nonlinear estimation algorithms [PDF]
Modeling, Identification and Control, 1998 Linearizations of nonlinear functions that are based on Jacobian matrices often cannot be applied in practical applications of nonlinear estimation techniques. An alternative linearization method is presented in this paper.
Tor S. Schei
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Covariance Matrices and the Separability Problem [PDF]
Physical Review Letters, 2007 4 pages, no figures; v3: final version to appear in ...
Gühne, O. +3 more
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On the Properties of Estimates of Monotonic Mean Vectors for Multivariate Normal Distributions [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 .Problems concerning estimation of parameters and determination the statistic, when it is known a priori that some of these parameters are subject to certain order restrictions, are of considerable interest.
Abouzar Bazyari
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Remote Sensing, 2022 Precise and rapid extraction of spherical target features from laser point clouds is critical for achieving high-precision registration of multiple point clouds.
Ronghua Yang +3 more
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IEEE Access, 2022 Covariance matrices of spatially-correlated wireless channels in millimeter wave (mmWave) vehicular networks can be employed to design environment-aware beamforming codebooks.
Imtiaz Nasim, Ahmed S. Ibrahim
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Local Laws for Sparse Sample Covariance Matrices
Mathematics, 2022 We proved the local Marchenko–Pastur law for sparse sample covariance matrices that corresponded to rectangular observation matrices of order n×m with n/m→y (where y>0) and sparse probability npn>logβn (where β>0).
Alexander N. Tikhomirov +1 more
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A Novel Adaptive Kalman Filter With Colored Measurement Noise
IEEE Access, 2018 In this paper, a novel variational Bayesian-based adaptive Kalman filter (VBAKF) is proposed to solve the problem of a linear state-space model with colored measurement noise and inaccurate noise covariance matrices.
Yonggang Zhang +3 more
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Large Dynamic Covariance Matrices [PDF]
Journal of Business & Economic Statistics, 2017 Second moments of asset returns are important for risk management and portfolio selection. The problem of estimating second moments can be approached from two angles: time series and the cross-section. In time series, the key is to account for conditional heteroskedasticity; a favored model is Dynamic Conditional Correlation (DCC), derived from the ...
Engle, Robert F +2 more
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Estimation Method of Covariance Matrix in Atmospheric Inversion of CO2 Emissions [PDF]
E3S Web of ConferencesAtmospheric inversion of CO2 Emissions is based on the correction of prior carbon dioxide flux inventories using concentration monitoring data and atmospheric transport models to obtain posterior carbon dioxide flux.
Han Yubin +4 more
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Bayesian Variance-Covariance Matrices and Selection Index [PDF]
The Egyptian Statistical Journal, 1988 Bayesian estimates of variance-covariance matrix have been obtained. Two loss functions were used to estimate five Bayesian matrices of variance-covariance matrix S.
A. Al Sobayel, A. Ali
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