Application of alternating projection method to ensure feasibility of shadowing cross-correlation models

6533b851fe1ef96bd12a95fb

RESEARCH PRODUCT

Application of alternating projection method to ensure feasibility of shadowing cross-correlation models

Jose F. Monserrat Lorenzo Rubio Rubén Fraile

subject

Correlation Matrix (mathematics)Factorization Cross-correlation Covariance matrix Transmission loss Projection method Geometry Electrical and Electronic Engineering Algorithm Mathematics Cholesky decomposition

description

A novel procedure based on the alternating projection method to adjust experimental shadowing cross-correlation (SCC) matrices is proposed. Given an SCC matrix derived from any experimental model, this procedure finds the nearest diagonalisable correlation matrix. This adjustment allows a proper simulation of shadowing samples, since it produces correlation matrices for which Cholesky factorisation is feasible. Simulation results using this procedure for three different SCC models are compared and discussed.

year	journal	country	edition	language
2007-01-01	Electronics Letters

https://doi.org/10.1049/el:20070236

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