Welcome to EDAboard.com

Welcome to our site! EDAboard.com is an international Electronic Discussion Forum focused on EDA software, circuits, schematics, books, theory, papers, asic, pld, 8051, DSP, Network, RF, Analog Design, PCB, Service Manuals... and a whole lot more! To participate you need to register. Registration is free. Click here to register now.

Register Log in

What is the covariance matrix and its application?

Status
Not open for further replies.

vkekk

Full Member level 3
Joined
Mar 30, 2007
Messages
159
Helped
5
Reputation
10
Reaction score
4
Trophy points
1,298
Activity points
2,211
What is covariance matrix and need for it?

Covariance matrix for estimation error s-s1 is readily seen to be E(s-s1)(s-s1)*
where s -- actual vector
s1 ---estimated vector

can you explain and make me to understand the above equation i.e why we take conjugate and multiply with error estimation ...
 

vkekk

Full Member level 3
Joined
Mar 30, 2007
Messages
159
Helped
5
Reputation
10
Reaction score
4
Trophy points
1,298
Activity points
2,211
Re: matrix...

For estimation error

Covariance matrix for estimation error s-s1 is readily seen to be

E(s-s1)(s-s1)* =(alpha I +H*H)^-1 = P

But iam not understand the above equation for calculating error power.

For reference iam attached a File below , Please help me to understand.
 

vkekk

Full Member level 3
Joined
Mar 30, 2007
Messages
159
Helped
5
Reputation
10
Reaction score
4
Trophy points
1,298
Activity points
2,211
Re: matrix...

Can anybody help me the Same above...
 

Status
Not open for further replies.
Toggle Sidebar

Part and Inventory Search

Welcome to EDABoard.com

Sponsor

Top