# Tagged Questions

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42 views

### Calculating covariance matrix for MVDR beamforming

I am trying to calculate the covariance matrix that is required for the calculation of an MVDR beamformer. I am getting confused as to how to calculate it. I have an array of 3 microphones each with a ...
42 views

### Separating two mixed signals where one is constant (SVD/ICA)

I have two measurements m1 and m2 which contain a mix of two sources (signal + error). Typically this problem can be solved using SVD or Independent Component Analysis which will chose principal ...
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### Relation between Covariance matrix & Energy of a random signal

Let's say I have the below random signal: $Y[n] = [y(n), y(n-1), y(n-2), \ldots, y(1)]$ I have two random variables now: The first one $X_1$ which express the maximum eigenvalue of the covariance ...
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### Best way to find an object in a picture

I'm trying to find an object in a picture, my solution is to take the picture and a photo of the object and find the maximum of the mutual covariance, this is my ...
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### Can I model process noise as a known “error” in my dynamics while designing a Kalman Filter?

Consider I am modelling the dynamics of a robot and using a Kalman filter to obtain estimates of some state. I have certain terms in my equation which correspond to data not accessible to this robot ( ...
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### Variance of a filtered signal

I'm using a very simple 1st order Butterworth Filter shown in Matlab code: order = 1; cutOff = 0.1; [b, a] = butter(order, (2*cutOff)/SampleRate, 'high'); So ...
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### PSD and $\lim_{T\rightarrow \infty} \frac 1 {2T} \int_{-T}^T x(t)\bar y(t)\,dt$

From Wikipedia, I taken a definition of power spectral density: For continued signals that describe, for example, stationary physical processes, it makes more sense to define a power spectral ...
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### power spectral density plots

Hi all, How do we interpret a power spectral density plot. I have used modified covariance and burg methods and plotted using MATLAB. What does the peaks at some frequencies suggest? and what is the ...
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201 views

### What is a covariance matrix?

Suppose you have k samples from each of the N elements of a uniform linear array (ULA) of sensors: What is the physical meaning of a covariance matrix? How do you form a covariance matrix with the ...
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### Problem calculating the average power of a vector?

I am calculating the average power of a vector. I would like to compare the final expression with the simulation. However, they are not equal. Please help me to point out which steps are wrong. Thank ...
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### Is there a way to reduce the covariance matrix of several source signals to the dominant source signal?

The problem I have can be seen in the context of DoA estimation or blind source signal separation and similar fields, where several source signals are observed by several antennas (or by an antenna ...
438 views

### Covariance matrix explanation

I am trying to understand and visualize the concept of a covariance matrix. Suppose I have a matrix: $A = \begin{pmatrix} 2 & 3 & 4\\ 5 & 5 & 6 \end{pmatrix}$ how do I calculate its ...
575 views

### information filter instead of kalman filter approach

I read many sources about kalman filter, yet no about the other approach to filtering, where canonical parametrization instead of moments parametrization is used. So I would like to learn on examples ...
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### How do I find Gray Level Variance of the Image?

Tell me how do I find out gray level variance of the image? Is it any different from the normal variance of the image.
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### How to tell if an error surface is convex? (Is it determined by the Covarinace matrix or the Hessian)?

I am currently learning about least-squares (and other) estimations for regression, and from what I am also reading in some adaptive algorithm literatures, often times the phrase "... and since the ...