Results 21 to 30 of about 623,991 (302)
Distributed Fusion Filter for Nonlinear Multi-Sensor Systems With Correlated Noises
IEEE Access, 2020 This paper is concerned with distributed fusion (DF) estimation problem for nonlinear multi-sensor systems with correlated noises. Based on a recursive linear minimum variance estimation (RLMVE) framework, a novel filter is developed.
Gang Hao, Shuli Sun
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M-Matrices as covariance matrices of multinormal distributions
Linear Algebra and its Applications, 1983 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Karlin, Samuel, Rinott, Yosef
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, 2020 Variance-covariance matrices used to generate the ...
Jeremy G. Stewart, Brendan Lam
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Homogeneity Test of Multi-Sample Covariance Matrices in High Dimensions
Mathematics, 2022 In this paper, a new test statistic based on the weighted Frobenius norm of covariance matrices is proposed to test the homogeneity of multi-group population covariance matrices.
Peng Sun, Yincai Tang, Mingxiang Cao
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Construction of non-diagonal background error covariance matrices for global chemical data assimilation [PDF]
Geoscientific Model Development, 2011 Chemical data assimilation attempts to optimally use noisy observations along with imperfect model predictions to produce a better estimate of the chemical state of the atmosphere.
K. Singh +5 more
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On confidence intervals for precision matrices and the eigendecomposition of covariance matrices
CoRR, 2022 The eigendecomposition of a matrix is the central procedure in probabilistic models based on matrix factorization, for instance principal component analysis and topic models. Quantifying the uncertainty of such a decomposition based on a finite sample estimate is essential to reasoning under uncertainty when employing such models.
Teodora Popordanoska +3 more
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ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES. [PDF]
Ann Stat, 2015 Published at http://dx.doi.org/10.1214/15-AOS1357 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Fan J, Rigollet P, Wang W.
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IEEE Journal of Selected Topics in Applied Earth Observations and Remote SensingAccurate error covariance is crucial for postprocessing gravity recovery and climate experiment (GRACE) gravity field solutions in terms of spherical harmonic coefficients (SHCs).
Lin Zhang +3 more
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Spiked sample covariance matrices with possibly multiple bulk components
, 2020 In this paper, we study the convergent limits and rates of the eigenvalues and eigenvectors for spiked sample covariance matrices whose spectrum can have multiple bulk components.
Ding, Xiucai, Xiucai Ding
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A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance
Sensors, 2018 The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system.
Binqi Zheng +3 more
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