Search results for "Covariance"

Towards Robust Adaptive Least-Squares Parameter Estimation with Internal Feedback

1998

Abstract The new concepts of the ‘covariance matrix normalization’ and the ‘cascade’ structure of the adaptive least-squares estimator are shown to generalize and extend the use of internal information feedback in various robustness/alertness-oriented modifications to the standard ALS estimation algorithm. In the cascade estimation structure it is possible to ‘naturally’ stabilize, rather than maximize, the information matrix so that the covariance windup and blowup are effectively eliminated and the celebrated square root update of the covariance matrix is no longer needed Consequently, a new, ‘single-loop/cascade’ ALS MIMO estimation algorithm, enabling to effectively track both slow and …

On the autocorrelation function of Rice processes for unsymmetrical doppler power spectral densities

2010

In this paper, we derive an analytical expression for the ACF of Rice processes in the general case of unsymmetrical Doppler power spectral densities. This expression, which is obtained based on the multidimensional Gaussian distribution approach, is shown to cover the ACF of Rayleigh processes as a special case. Various numerical examples are presented to illustrate the impact of the channel parameters on the ACF. Computer simulations, considering the von Mises distribution for the angle of arrivals, are also performed to check the validity of the analytical result. Finally, the analysis of the covariance spectrum is addressed.

Gaussian plane and spherical means in separable Hilbert spaces

1982

Environmental effects on the covariation among pace-of-life traits

2019

Pace‐of‐life syndromes (POLSs) are suites of life‐history, physiological and behavioural traits that arise due to trade‐offs between allocation to current and future reproduction. Traits generally show covariation that can arise from genetic and environmental influences on phenotypes and constrain the independent evolution of traits, resulting in fitness consequences and impacts on population dynamics. The notion that correlations among traits may vary among populations along environmental gradients suggests an important role for the environment in shaping and maintaining POLSs. However, no synthesis has been attempted of the myriad ways in which environmental factors should influence POLSs…