然而,目前国内外有关协方差矩阵正定性的研究结果并不多,并且大多是集中在连续型样本协方差矩阵方面。
However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.
从应用角度出发,解决了双样本均值向量和协方差矩阵的检验问题。
The testing problem of double sample's average vector and covariance matrix has been solved in the paper.
但研究发现在极低信噪比,由于观测信号的样本协方差矩阵具有奇异性,这使得ICA去噪算法中的白化处理步骤无法进行。
But in the very low SNR circumstance, because of the covariance matrix of the observed signals being singularity, the ICA denoising method can not be used.
应用推荐