covariance matrix estimation 中文意思是什麼
covariance matrix estimation
解釋
協方差矩陣估計- covariance : n. 【統計學】協方差，協變性；共離散。
- matrix : n （pl matrices 或matrixes）1 【解剖學】子宮；母體；發源地，策源地，搖籃；【生物學】襯質細胞；間...
- estimation : n. 1. 估計，評價。2. 預算，預算額；概算。3. 尊重，尊敬。4. 意見，判斷。5. 【化學】估定；測定。
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( 1 ) the posterior distribution of the coefficient matrix, the precision matrix and covariance matrix, and their bayesian estimation under the matrix normal - wishart conjugate prior distribution. ( 2 ) the deduction of the predictive distribution, proved to be matrix t distribution. ( 3 ) the designs of bayesian multivariate mean value control charts in terms of the relationship between the multivariate wishart distribution and x2 distribution, the bayesian process capability index and its confidence lower limi
通過多方程模型系統的統計結構，證明了矩陣正態? wishart先驗分佈是模型參數（ ， ）的共軛先驗分佈，研究了該先驗分佈下模型系數矩陣、精度陣和協方差陣的后驗分佈及其貝葉斯估計，對模型預報密度函數進行了嚴格的數學推導，並將其應用於多元質量控制領域，構造了貝葉斯均值向量聯合控制圖；結合wishart分佈與x ~ 2分佈之間的關系，設計與推斷了貝葉斯多指標過程能力指數及其貝葉斯置信下限。 -
First, the thesis introduces the definitions and the attributes of the higher - order statistics. it is insensitive to additive gaussian noise ( white or colored ), which is what we base on to doa problems. then two doa estimation algorithms based on higher - order statistics are presented, one is that forming cumulant matrix pencil used in esprit to estimate doa problems, the other is spectrum estimation method for doa estimation based on the eigenstructure analysis of the fourth - order cumulant, and comparing the effects of the estimation to conventional covariance - based doa algorithms "
論文首先對高階統計量的定義和性質作了介紹，特別指出了高階統計量對加性高斯噪聲（白色或有色）不敏感，這是我們利用它進行波達方向估計的理論依據，然後文中提出了兩種基於高階統計量的波達方向估計方法，一種是利用子空間旋轉不變技術構造四階累積量矩陣進行估計的方法，另一種是基於四階累積量陣特徵分解的空間譜估計測向方法，並將它們的估計效果與傳統協方差方法的效果進行比較。 -
Covariance matrix estimation
協方差矩陣估計 -
A recursive algorithm of error covariance matrix of moving horizon estimation
滾動時域估計中先驗估計誤差協方差陣的遞歸演算法 -
The estimation of covariance matrix on the extensive growth curve model with covariate variables
有協變量的推廣增長曲線模型中協差陣的估計 -
The prior estimation for covariance matrix of structural parameters in system identification procedures
系統識別過程中參數協差陣的先驗估計 -
An adaptive kalman filter combining variance component estimation with covariance matrix estimation based on moving window
基於移動開窗法協方差估計和方差分量估計的自適應濾波 -
In chapter 3, we discuss the problem of doa estimation in the presence of spatially nonstationary noise fields. an estimate of the colored noise covariance matrix is firstly given. the received data for parameter estimation is then prewhitened using the estimated noise covariance, hence, overcoming the highly biased estimates. finally, adaptive beamforming with the modified weight is also performed. computer simulations show that the proposed method can completely remedy beam distortion. 3
在第三章討論了一種在環境噪聲為白噪聲而陣元噪聲為空間非平穩情況下的doa估計問題，給出了一種有效的估計陣元噪聲功率的方法，進而利用估計的噪聲協方差矩陣進行預處理而實現色噪聲環境下的doa估計，理論分析和模擬結果均表明了本章提出的方法的有效性。 -
Panel data model is an important linear model in economics, finance, biology, medicines and other fields. in recent twenty years, statistical in - ferrence about this model attracts many statisticians. in this paper, we first generalize the latest development of parameter estimation in this field, then focus on parameter estimation in the panel model with individual effect and time effect. many articles researched the parameter estimation of the regression coefficents in the case that both individual effect and time effect are random, but in some conditions, it is more reasonable if we suppose either of them is fixed. this paper is based on this hypothesis to research the estimations of the coefficents. the variance - covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations
Panel數據模型是一類具有重要應用的線性統計模型，它在經濟、金融、生物、醫學等領域都有廣泛的應用。近二十余年來，關于這種模型的統計推斷吸引了很多統計學家。本文首先概述了這一領域參數估計方面的最新發展，然後集中討論了既含有個體效應，又有時間效應的panel數據模型的參數估計。 -
The minimum norm estimation of covariance matrix in the extended growth curve model with covariant variables
有協變量的推廣增長曲線模型中協差陣的最小模估計
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