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A white noise signal has autocorrelation matrix = where is the variance of the signal. In this case all eigenvalues are equal, and the eigenvalue spread is the minimum over all possible matrices. In this case all eigenvalues are equal, and the eigenvalue spread is the minimum over all possible matrices.
Standard method like Gauss elimination can be used to solve the matrix equation for .A more numerically stable method is provided by QR decomposition method. Since the matrix is a symmetric positive definite matrix, can be solved twice as fast with the Cholesky decomposition, while for large sparse systems conjugate gradient method is more effective.
The observer design pattern is a behavioural pattern listed among the 23 well-known "Gang of Four" design patterns that address recurring design challenges in order to design flexible and reusable object-oriented software, yielding objects that are easier to implement, change, test and reuse.
The general idea behind Volterra LMS and Kernel LMS is to replace data samples by different nonlinear algebraic expressions. For Volterra LMS this expression is Volterra series. In Spline Adaptive Filter the model is a cascade of linear dynamic block and static non-linearity, which is approximated by splines.
In the forward prediction case, we have () = with the input signal () as the most up to date sample. The backward prediction case is d ( k ) = x ( k − i − 1 ) {\displaystyle d(k)=x(k-i-1)\,\!} , where i is the index of the sample in the past we want to predict, and the input signal x ( k ) {\displaystyle x(k)\,\!} is the most recent sample.
LMS (long, medium, short), is a color space which represents the response of the three types of cones of the human eye, named for their responsivity (sensitivity) peaks at long, medium, and short wavelengths.
An example of an adaptive algorithm in radar systems is the constant false alarm rate (CFAR) detector. In machine learning and optimization , many algorithms are adaptive or have adaptive variants, which usually means that the algorithm parameters such as learning rate are automatically adjusted according to statistics about the optimisation ...
Example of a Structured Chart. [1] A structure chart (SC) in software engineering and organizational theory is a chart which shows the smallest of a system to its lowest manageable levels. [2] They are used in structured programming to arrange program modules into a tree. Each module is represented by a box, which contains the module's name.