1) covariance matrix
协方差距阵
2) covariance matrix
协方差阵
1.
It was found that at the condition of definite initial error condition, the EKF method might preferably calculate the evolvement of the covariance matrix to the nonlinear system, and the system state was effectively estimated.
首先阐述了EKF(Extended Kalman Filter)的算法,然后对具有混沌和高度非线性的Lorenz(1960)系统进行了数值试验,并利用Monte Carlo方法对计算的协方差阵演变进行了检验。
2.
The clustering effect of the C-means lies on the covariance matrix of the classes and the selecting method of the initial clustering centers.
C均值法是计算机模式分类中一种重要的动态聚类方法,它主要是利用模式间最小距离原则进行分类,其分类效果受到模式的协方差阵和初始类心选取方法的影响。
3.
Analyzing the relationship among weights when covariance matrix is positive defined.
分析当多元随机变量协方差阵正定时,各随机分量应满足的关系,并结合多项分布研究离散型与连续型样本协方差阵的不同。
4) Covarinance matrix
方差协方差阵
5) 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
6) 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:协方差阵
协方差阵
covanance matrix
协方差阵【cm.dan份ma州x;曰.例...叱幽旧M.,阅a] 若干个随机变量,成对取其协方差,所构成的矩阵.更确切地,k维向量X=(x,,…,习的协方差阵为方阵艺=〔【(火二〔X)(浑‘E幻T],这里〔X=(E戈,…,〔勒丁是均值向量.协方差阵的分量是 aij=日(不一E戈Xxj一Exjll=cov(Xi,xj), i,j=l,…,k,而当i=j时,它与0戈(“var(茂》相同(即戈的方差位犷主对角线_!一).协方差阵是一个对称半正定阵.若协方差阵为正定的则X的分布为非退化的;否则为退化的.对随机向量血言,协方差阵的作用,正如随机变量的方差.如果随机变量X,,…,戈的方差都是1.则X二(刃、,一、戈)的协方差阵与其相关阵(mrrelation matrix)相同. 样本厂”,…,砂、的样本协方差阵,由方差和协方差的估计量构成二 S一汁:户l‘X(用’一见‘X‘”一习了,这里X‘m,如二l,.。)是独立同分布的k维随机向量,而-了是厂,j、…,户’的算术平均.如果丫‘、,二,厂”,的分布是具协方差阵艺的多维且态分布,则S(n一l)/。是艺的最大似然估计量;在这一场合,矩阵(n一飞)S各元的联合分布称为Wi劝斌分布(Wishart distrlbuti(,n).它是多元统计分析中的基本分布之一,借助于它可检验有关协方差阵艺的假设.A.Bfl阳xopoB撰陈希孺译
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