Abstract: This paper addresses interpretation of off-diagonal terms in the coherency matrix of polarimetric SAR data. The off-diagonal terms, especially the correlations between copolarization and ...
1 Department of Mathematics, Faculty of Science, Menoufia University, Shebeen El-Kom, Egypt. 2 Department of Mathematics, Faculty of Science, Zagazig University, Ash Sharqiyah, Egypt. In many ...
Abstract: A Semi-Hidden Markov Model (SHMM) for bursty error channels is defined by a state transition probability matrix A, a prior probability vector Π, and the ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
We propose implementations of the Generalized Minimal Residual Method (GMRES) for solving linear systems based on dense, Toeplitz or mixed matrices. The software consists of a python module and a C++ ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
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