Statistic Analysis On Making a Positive Definite

碩士 === 中華大學 === 電機工程學系碩士班 === 89 === The outline of this paper is how can we make the covariance matrix positively and cost a little of covariances. And the positively property of the covariance matrix will not change to negative because change the covariances. We use two cost function to...

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Bibliographic Details
Main Authors: Lance Lin, 林育均
Other Authors: Jwu E Chen
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/34388738502949224956