An algorithm is proposed and notions defined to determine the minimal sets of all possible higher order moments and cumulants of a random vector or a random matrix. The main attention has been paid to the case of symmetric matrices. Using the introduced notions, cumulants of arbitrary order for the
The inverted complex Wishart distribution and its application to spectral estimation
โ Scribed by Paul Shaman
- Publisher
- Elsevier Science
- Year
- 1980
- Tongue
- English
- Weight
- 418 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Complex demodulation is a useful technique in fields such as communication, speech and seismic data processing. In this work, the complex demodulation technique is applied to the modal parameter estimation of mechanical systems. This method was developed for an efficient estimation of a dynamic syst
An important aspect of designing polymeric articles for engineering applications and predicting their properties over their lifetime is the computation of their time-dependent viscoelastic behavior. A simplified numerical computational technique based on a Gaussian spectral distribution model was de