1) Singular covariance matrix
奇异协方差矩阵
1.
The optimal portfolio selection of singular covariance matrix;
奇异协方差矩阵的最优投资组合选择
2) Singular covariance matrix
奇异协方差阵
1.
The solution to efficient set and some problems in the case of singular covariance matrix are discussed by means of an arbitrage model.
借助一个“套利组合模型”对奇异协方差阵下有效证券组合的求解及其有关问题进行了分析论证 ,得出的结论是 ,协方差矩阵奇异时 ,证券市场有可能存在“套利组合”。
4) covariance matrix
协方差矩阵
1.
An improved spatial smoothing technique based on covariance matrix;
基于协方差矩阵的空间平滑解相干算法
2.
Multiple targets angle tracking algorithm based on the elements of the covariance matrix;
基于协方差矩阵元素的多目标角跟踪方法
3.
A Storage Design of the Covariance Matrix and It s Derivative in the Algorithm of Mixed Model;
混合模型算法中协方差矩阵及其导数信息的存储设计
5) covariance matrices
协方差矩阵
1.
Adaptive filter combined with synthetically estimating systematic errors and covariance matrices of systematic error can be used to resist the effect that is induced by the systematic errors or area systematic errors during the data of dynamic navigation is processed, but it is difficult to control the abnormal disturbance.
动态导航数据处理中基于系统误差及其协方差矩阵拟合的自适应滤波算法在一定程度上可以抵制系统误差或区域性系统误差对动态导航定位结果的影响,但无法抵制异常扰动的干扰。
补充资料：非奇异矩阵
非奇异矩阵
non-angular matrix:
非奇异矩阵工叨一由卿面r口.翻玩;Heoco6e皿四M帅料a]，非退化矩阵(non吐粤冠盼te“坦tr议) 其行列式不等于零的方阵(闪业祀n.让议).对于一个域上的方阵A，非奇异性等价于下述条件之一:l)A是可逆的;2)A的诸行(列)是线性无关的;3)A可以通过初等行(列)变换化为单位矩阵. 0 .A.价aHoBa撰
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条