A Study on Signal Estimation of Modified Beamformer Method using Perturbation Covariance Matrix

a study on construction of iranian life tables: the case study of modified brass logit system

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Estimation of Covariance Matrix in Signal Processing When the Noise Covariance Matrix is Arbitrary

Penalized Covariance Matrix Estimation using a Matrix-Logarithm Transformation

For statistical inferences that involve covariance matrices, it is desirable to obtain an accurate covariance matrix estimate with a well-structured eigen-system. We propose to estimate the covariance matrix through its matrix logarithm based on an approximate log-likelihood function. We develop a generalization of the Leonard and Hsu (1992) log-likelihood approximation that no longer requires ...

Estimation of Covariance Matrix

Estimation of population covariance matrices from samples of multivariate data is important. (1) Estimation of principle components and eigenvalues. (2) Construction of linear discriminant functions. (3) Establishing independence and conditional independence. (4) Setting confidence intervals on linear functions. Suppose we observed p dimensional multivariate samples X1, X2, · · · , Xn i.i.d. wi...

Research on Modified Root-MUSIC Algorithm of DOA Estimation Based on Covariance Matrix Reconstruction

In the standard root multiple signal classification algorithm, the performance of direction of arrival estimation will reduce and even lose effect in circumstances that a low signal noise ratio and a small signals interval. By reconstructing and weighting the covariance matrix of received signal, the modified algorithm can provide more accurate estimation results. The computer simulation and pe...