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.
这种方法不同于传统的统计方法需要计算样本协方差矩阵的逆矩阵,而是基于阵列数据的一种直接计算方法。
This approach, unlike the conventional statistical techniques requiring for a covariance matrix of sample, is based on direct spatial processing of the array data.
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.
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