FR2829849A1 - Dispositif de correction d'une matrice de covariance - Google Patents

Dispositif de correction d'une matrice de covariance

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Publication number
FR2829849A1
FR2829849A1 FR0112136A FR0112136A FR2829849A1 FR 2829849 A1 FR2829849 A1 FR 2829849A1 FR 0112136 A FR0112136 A FR 0112136A FR 0112136 A FR0112136 A FR 0112136A FR 2829849 A1 FR2829849 A1 FR 2829849A1
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FR
France
Prior art keywords
covariance matrix
correction
covariances
posteriori
variances
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Granted
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FR0112136A
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English (en)
Other versions
FR2829849B1 (fr
Inventor
Francois Oustry
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Priority to FR0112136A priority Critical patent/FR2829849B1/fr
Priority to US10/245,376 priority patent/US6721693B2/en
Publication of FR2829849A1 publication Critical patent/FR2829849A1/fr
Application granted granted Critical
Publication of FR2829849B1 publication Critical patent/FR2829849B1/fr
Anticipated expiration legal-status Critical
Expired - Lifetime legal-status Critical Current

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations

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  • Engineering & Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • Mathematical Physics (AREA)
  • Theoretical Computer Science (AREA)
  • Data Mining & Analysis (AREA)
  • General Physics & Mathematics (AREA)
  • Pure & Applied Mathematics (AREA)
  • Mathematical Optimization (AREA)
  • Algebra (AREA)
  • Computational Mathematics (AREA)
  • Databases & Information Systems (AREA)
  • Software Systems (AREA)
  • General Engineering & Computer Science (AREA)
  • Mathematical Analysis (AREA)
  • Complex Calculations (AREA)
  • Spectrometry And Color Measurement (AREA)

Abstract

Le dispositif comporte un bloc (4) de décomposition en éléments propres totaux, selon la méthode de décomposition spectrale de Kato, de la matrice de covariance (C) à corriger. Le bloc (4) fournit à un bloc de correction (5) les valeurs propres totaleset les projecteurs totaux (Proj) de la matrice de covariance (C), ainsi que des premiers vecteurs coefficients (q) pour la combinaison des signaux sources (s) de la matrice de covariance. Le bloc de correction (5) estime les variances (C i) reconstituées de combinaisons des signaux sources utilisant les premiers vecteurs coefficients (q) et des seconds vecteurs coefficients (u) déterminés par un utilisateur. Il recherche la matrice corrigéela plus proche de la matrice (C) à corriger, en fonction des variances (C i) et des projecteurs totaux en appliquant une méthode de type quasi-Newton sur le dual d'un programme des moindres carrés semi-définis.
FR0112136A 2001-09-20 2001-09-20 Dispositif de correction d'une matrice de covariance Expired - Lifetime FR2829849B1 (fr)

Priority Applications (2)

Application Number Priority Date Filing Date Title
FR0112136A FR2829849B1 (fr) 2001-09-20 2001-09-20 Dispositif de correction d'une matrice de covariance
US10/245,376 US6721693B2 (en) 2001-09-20 2002-09-18 Processing device comprising a covariance matrix correction device

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
FR0112136A FR2829849B1 (fr) 2001-09-20 2001-09-20 Dispositif de correction d'une matrice de covariance

Publications (2)

Publication Number Publication Date
FR2829849A1 true FR2829849A1 (fr) 2003-03-21
FR2829849B1 FR2829849B1 (fr) 2003-12-12

Family

ID=8867450

Family Applications (1)

Application Number Title Priority Date Filing Date
FR0112136A Expired - Lifetime FR2829849B1 (fr) 2001-09-20 2001-09-20 Dispositif de correction d'une matrice de covariance

Country Status (2)

Country Link
US (1) US6721693B2 (fr)
FR (1) FR2829849B1 (fr)

Families Citing this family (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7496340B1 (en) * 2005-06-02 2009-02-24 Rf Micro Devices, Inc. I/Q mismatch calibration of direct conversion receivers using radio frequency noise
FR2895539B1 (fr) * 2005-12-22 2008-03-07 Francois Oustry Dispositif de synthese d'un signal numerique composite avec controle explicite de ses trois premiers moments

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
EP0131416B1 (fr) * 1983-07-06 1990-06-13 The Secretary of State for Defence in Her Britannic Majesty's Government of the United Kingdom of Great Britain and Processeur à application de contrainte
US4753246A (en) * 1986-03-28 1988-06-28 The Regents Of The University Of California EEG spatial filter and method
US5568400A (en) * 1989-09-01 1996-10-22 Stark; Edward W. Multiplicative signal correction method and apparatus
US5664059A (en) * 1993-04-29 1997-09-02 Panasonic Technologies, Inc. Self-learning speaker adaptation based on spectral variation source decomposition
US5798942A (en) * 1994-04-05 1998-08-25 Trw Inc. N-best feasible hypotheses multitarget tracking system for space-based early warning systems
US6658234B1 (en) * 1995-06-02 2003-12-02 Northrop Grumman Corporation Method for extending the effective dynamic range of a radio receiver system
US6240372B1 (en) * 1997-11-14 2001-05-29 Arch Development Corporation System for surveillance of spectral signals
AU5900299A (en) * 1998-08-24 2000-03-14 Emory University Method and apparatus for predicting the onset of seizures based on features derived from signals indicative of brain activity
US7392199B2 (en) * 2001-05-01 2008-06-24 Quest Diagnostics Investments Incorporated Diagnosing inapparent diseases from common clinical tests using Bayesian analysis
US6567034B1 (en) * 2001-09-05 2003-05-20 Lockheed Martin Corporation Digital beamforming radar system and method with super-resolution multiple jammer location
US6498581B1 (en) * 2001-09-05 2002-12-24 Lockheed Martin Corporation Radar system and method including superresolution raid counting

Non-Patent Citations (4)

* Cited by examiner, † Cited by third party
Title
HASSLINGER H L: "A general perturbation theory for large discrete linear dynamical systems", INGENIEUR-ARCHIV, 1987, WEST GERMANY, vol. 57, no. 1, pages 61 - 72, XP008003159, ISSN: 0020-1154 *
HO W C ET AL: "Perturbation theory of output feedback pole assignment", INTERNATIONAL JOURNAL OF CONTROL, SEPT. 1988, UK, vol. 48, no. 3, pages 1075 - 1088, XP008003160, ISSN: 0020-7179 *
NIKIFORUK P N ET AL: "On stochastic perturbation theory for linear systems", PROCEEDINGS OF THE IEEE 1969 SYMPOSIUM ON ADAPTIVE PROCESSES. DECISION AND CONTROL, UNIVERSITY PARK, PA, USA, 17-19 NOV. 1969, 1969, New York, NY, USA, IEEE, USA, pages 5 pp., XP008003121 *
SODERKVIST I: "On algorithms for generalized least squares problems with ill-conditioned covariance matrices", COMPUTATIONAL STATISTICS, 1996, PHYSICA-VERLAG, GERMANY, vol. 11, no. 3, pages 303 - 313, XP008003128, ISSN: 0723-712X *

Also Published As

Publication number Publication date
US6721693B2 (en) 2004-04-13
US20030088386A1 (en) 2003-05-08
FR2829849B1 (fr) 2003-12-12

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