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Avtomatika i Telemekhanika, 1986, Issue 4, Pages 68–75
(Mi at7450)
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This article is cited in 1 scientific paper (total in 1 paper)
Stochastic Systems
Calculation of invariants in problems of identification of covariance structures
Е. A. Pukhal'skiĭ Moscow
Abstract:
Invariant numerical statistics are considered that are useful in covariance parameter estimation and structure identification from multidimensional observations when the covariance matrices are polynomials of fixed symmetrical matrices (generatrices). Algorithms for computation of invariants and the parameters which define their statistical properties are formulated.
Received: 17.01.1985
Citation:
Е. A. Pukhal'skiǐ, “Calculation of invariants in problems of identification of covariance structures”, Avtomat. i Telemekh., 1986, no. 4, 68–75; Autom. Remote Control, 47:4 (1985), 497–5023
Linking options:
https://www.mathnet.ru/eng/at7450 https://www.mathnet.ru/eng/at/y1986/i4/p68
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Abstract page: | 81 | Full-text PDF : | 39 |
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