# Questions tagged [covariance]

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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 ...
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### 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 ...
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### 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 ...
611 views

### 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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### What Does Make an Error Surface 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 ...