Questions tagged [covariance]
91 questions
9
votes
1 answer
Question on covariance matrix of 2 spatial signals
Every time I think I have understood the covariance matrix, someone else comes up wih a different formulation.
I am currently reading this paper:
J. Benesty, "Adaptive eigenvalue decomposition algorithm for passive acoustic source localization", J.…
Spacey
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7
votes
2 answers
Why does diagonal loading of a covariance matrix make an adaptive beamformer more robust in the case of a perturbed array?
It has been shown that 'diagonal loading' a covariance matrix derived for an adaptive beamformer can improve robustness of the beamformer when the antenna array is perturbed, albeit at the expense of background noise power.
The question is why does…
Spacey
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