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Eddy covariance measurements of water vapor and CO_2 fluxes above the Erhai Lake 被引量:18
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作者 LIU HuiZhi FENG JianWu +2 位作者 SUN JiHua WANG Lei XU AnLun 《Science China Earth Sciences》 SCIE EI CAS CSCD 2015年第3期317-328,共12页
Measurement of turbulence fluxes were performed over the Erhai Lake using eddy covariance(EC) method.Basic physical parameters in the lake-air interaction processes,such as surface albedo of the lake,aerodynamic rough... Measurement of turbulence fluxes were performed over the Erhai Lake using eddy covariance(EC) method.Basic physical parameters in the lake-air interaction processes,such as surface albedo of the lake,aerodynamic roughness length,bulk transfer coefficients,etc.,were investigated using the EC data in 2012.The characteristics of turbulence fluxes over the lake including momentum flux,sensible heat flux,latent heat flux,and CO2 flux,and their controlling factors were analyzed.The total annual evaporation of the lake was also estimated based on the artificial neural network(ANN) gap-filling technique.Results showed that the total annual evaporation in 2012 was 1165 ± 15 mm,which was larger than the annual precipitation(818 mm).Local circulation between the lake and the surrounding land was found to be significant throughout the year due to the land-lake breeze or the mountain-valley breeze in this area.The prevailing winds of southeasterly and northwesterly were observed throughout the year.The sensible heat flux over this plateau lake usually had a few tens of W m-2,and generally became negative in the afternoon,indicating that heat was transferred from the lake to the atmosphere.The sensible heat flux was governed by the lake-air temperature difference and had its maximum in the early morning.The diurnal variation of the latent heat flux was controlled by vapor pressure deficit with a peak in the afternoon.The latent heat flux was dominant in the partition of available energy in daytime over this lake.The lake acted as a weak CO2 source to the atmosphere except for the midday of summer.Seasonal variations of surface albedo over the lake were related to the solar elevation angle and opacity of the water.Furthermore,compared with the observation data,the surface albedo estimated by CLM4-LISSS model was underestimated in winter and overestimated in summer. 展开更多
关键词 Erhai Lake eddy covariance method surface roughness length bulk transfer coefficients
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Seasonal and inter-annual variation of surface roughness length and bulk transfer coefficients in a semiarid area 被引量:12
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作者 FENG JianWu LIU HuiZhi +2 位作者 WANG Lei DU Qun SHI LiQing 《Science China Earth Sciences》 SCIE EI CAS 2012年第2期254-261,共8页
Here we report a multiyear study on the surface roughness length and bulk transfer coefficients over the degraded grassland and cropland surfaces in a semiarid area of China. Eddy covariance measurement and the meteor... Here we report a multiyear study on the surface roughness length and bulk transfer coefficients over the degraded grassland and cropland surfaces in a semiarid area of China. Eddy covariance measurement and the meteorological profile observation data were used to analyze characteristics of these parameters on the diurnal, seasonal, and annual scales. Significant seasonal and annual variations of the aerodynamic roughness length are observed over the two surfaces. A large variation of kB-1 is measured during the day. Both kB-1 and the bulk transfer coefficients exhibit significant seasonal and annual variations. During the growing season (May to October), average Cd and Ch are 3.1×10-3 and 2.5×10-3 over the degrade grassland surface, and 4.7×10-3 and 3.1×10-3 over the cropland surface respectively. During the non-growing season, average Cd and Ch are 2.3×10-3 and 2.0×10-3 over the degrade grassland surface, and 2.9×10-3 and 2.2×10-3 over the cropland surface respectively. 展开更多
关键词 semiarid area surface roughness length bulk transfer coefficients eddy covariance method
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Carbon dioxide exchange processes over the grassland ecosystems in semiarid areas of China 被引量:6
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作者 DU Qun LIU HuiZhi +3 位作者 WANG Lei HUANG JianPing ZHANG Wu Christian BERNHOFER 《Science China Earth Sciences》 SCIE EI CAS 2012年第4期644-655,共12页
Based on the carbon fluxes measured over the grassland ecosystems in Inner Mongolia (UG79 site), Loess Plateau (SACOL site), and Tongyu, Jilin Province (TY site) in the semiarid areas from 2007 to 2008 with the ... Based on the carbon fluxes measured over the grassland ecosystems in Inner Mongolia (UG79 site), Loess Plateau (SACOL site), and Tongyu, Jilin Province (TY site) in the semiarid areas from 2007 to 2008 with the eddy covariance method, we have investigated the carbon exchange processes over semiarid grassland ecosystem and its main affecting environmental variables. The precipitations at UG79 and TY sites in 2007 were below the historical average, especially for TY site, which was 50% be- low the historical average annual precipitation. The precipitation in SACOL site was close to average in 2007 but below average in 2008. The variation of monthly diurnal average NEE showed that the diurnal mean NEE decreased in the order of TY site, UG79 site, and SACOL site. However, a longer net carbon uptake period was observed at SACOL site. The diurnal course of NEE at UG79 site was similar between 2007 and 2008. The diurnal average NEE remained large during July and August in growing sea- son (May to September) at UG79 site, with maximum values approaching 0.08 mg C m^-2 s^-1 in August of 2008. The diurnal av- erage NEE of 2007 was larger than 2008 at SACOL site, with maximum values of 0.07 mg C m^-2 sq in September of 2007. A shorter carbon uptake period was recorded in 2007 at TY site, lasting from July to August. A larger diurnal average NEE oc- curred in 2008 at TY site, with maximum values of 0.12 mg C m^-2 s^-1. The ecosystem respirations of three sites were controlled by both soil temperature and soil volumetric water content (at a depth of 5 cm below the land surface). Both UG79 site and SACOL site acted as a carbon sink during the growing periods of 2007 and 2008. Annual NEE in the growing seasons of 2007 and 2008 ranged from -68 to -50 g C m^-2 at UG79 site and from -109 to -55 g C m^-2at SACOL site. Alternation between car- bon source and carbon sink was found at TY site, with respective values of annual NEE in the growing seasons of 0.32 g C m^-2 and -73 g C m^-2 in 2007 and 2008. The magnitu 展开更多
关键词 semiarid grassland ecosystem carbon flux eddy covariance method
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Carbon fluxes and their response to environmental variables in a Dahurian larch forest ecosystem in northeast China 被引量:6
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作者 王辉民 三枝信子 +3 位作者 祖元刚 王文杰 山本晋 近藤裕昭 《Journal of Forestry Research》 SCIE CAS CSCD 2008年第1期1-10,共10页
The Dahurian larch forest in northeast China is important due to its vastness and location within a transitional zone from boreal to temperate and at the southern distribution edge of the vast Siberian larch forest. T... The Dahurian larch forest in northeast China is important due to its vastness and location within a transitional zone from boreal to temperate and at the southern distribution edge of the vast Siberian larch forest. The continuous carbon fluxes were measured from May 2004 to April 2005 in the Dahurian larch forest in Northeast China using an eddy covariance method. The results showed that the ecosystem released carbon in the dormant season from mid-October 2004 to April 2005, while it assimilated CO2 from the atmosphere in the growing season from May to September 2004. The net carbon sequestration reached its peak of 112 g.m^-2.month ^-1 in June 2004 (simplified expression of g (carbon).m^-2.month^-1) and then gradually decreased. Annually, the larch forest was a carbon sink that sequestered carbon of 146 g-m^-2.a^-1 (simplified expression of g (carbon).m^-2.a^-1) during the measurements. The photosynthetic process of the larch forest ecosystem was largely affected by the vapor pressure deficit (VPD) and temperature. Under humid conditions (VPD 〈 1.0 kPa), the gross ecosystem production (GEP) increased with increasing temperature. But the net ecosystem production (NEP) showed almost no change with increasing temperature because the increment of GEP was counterbalanced by that of the ecosystem respiration. Under a dry environment (VPD 〉 1.0 kPa), the GEP decreased with the increasing VPD at a rate of 3.0 μmol.m^-2.s^-1kPa -1 and the ecosystem respiration was also enhanced simultaneously due to the increase of air temperature, which was linearly correlated with the VPD. As a result, the net ecosystem carbon sequestration rapidly decreased with the increasing VPD at a rate of 5.2 μmol.m^-2.s-1.kPa^-1. Under humid conditions (VPD 〈 1.0 kPa), both the GEP and NEP were obviously restricted by the low air temperature but were insensitive to the high temperature because the observed high temperature value comes within the category of the optimum range. 展开更多
关键词 carbon balance eddy covariance method environmental effect larch forest Larix gmelinii
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语音的线性预测分析原理与算法 被引量:3
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作者 高友福 《长江工程职业技术学院学报》 CAS 2006年第4期54-57,共4页
介绍语音信号的线性预测分析原理,并详细分析用来求解线性预测正则方程的自相关法、Burg法、协方差法的原理和计算方法,并对算法进行了比较。
关键词 线性预测 自相关法 Burg法 协方差法
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Assessment of CH_(4) flux and its influencing drivers in the rice-wheat agroecosystem of the Huai River Basin,China
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作者 Xiaolan Yu Fangmin Zhang +3 位作者 Yanqiu Fang Xiaohan Zhao Kaidi Zhang Yanyu Lu 《Journal of Integrative Agriculture》 SCIE CAS CSCD 2024年第12期4203-4215,共13页
To understand the CH_(4) flux variations and their climatic drivers in the rice-wheat agroecosystem in the Huai River Basin of China,the CH_(4) flux was observed by using open-path eddy covariance at a typical rice-wh... To understand the CH_(4) flux variations and their climatic drivers in the rice-wheat agroecosystem in the Huai River Basin of China,the CH_(4) flux was observed by using open-path eddy covariance at a typical rice-wheat rotation system in Anhui Province,China from November 2019 to October 2021.The variations and their drivers were then analyzed with the Akaike information criterion method.CH_(4) flux showed distinct diurnal variations with single peaks during 9:00-13:00 local time.The highest peak was 2.15μg m^(-2)s^(-1)which occurred at 11:00 in the vegetative growth stage in the rice growing season(RGS).CH_(4) flux also showed significant seasonal variations.The average CH_(4)flux in the vegetative growth stage in the RGS(193.8±74.2 mg m^(-2)d^(-1))was the highest among all growth stages.The annual total CH_(4) flux in the non-rice growing season(3.2 g m^(-2))was relatively small compared to that in the RGS(23.9 g m^(-2)).CH_(4) flux increased significantly with increase in air temperature,soil temperature,and soil water content in both the RGS and the non-RGS,while it decreased significantly with increase in vapor pressure deficit in the RGS.This study provided a comprehensive understanding of the CH_(4) flux and its drivers in the rice-wheat rotation agroecosystem in the Huai River Basin of China.In addition,our findings will be helpful for the validation and adjustment of the CH_(4) models in this region. 展开更多
关键词 CH_(4) flux eddy covariance method rice-wheat rotation agroecosystem Huai River Basin
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Direction finding of bistatic MIMO radar in strong impulse noise
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作者 CHEN Menghan GAO Hongyuan +2 位作者 DU Yanan CHENG Jianhua ZHANG Yuze 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第4期888-898,共11页
For bistatic multiple-input multiple-output(MIMO)radar,this paper presents a robust and direction finding method in strong impulse noise environment.By means of a new lower order covariance,the method is effective in ... For bistatic multiple-input multiple-output(MIMO)radar,this paper presents a robust and direction finding method in strong impulse noise environment.By means of a new lower order covariance,the method is effective in suppressing impulse noise and achieving superior direction finding performance using the maximum likelihood(ML)estimation method.A quantum equilibrium optimizer algorithm(QEOA)is devised to resolve the corresponding objective function for efficient and accurate direc-tion finding.The results of simulation reveal the capability of the presented method in success rate and root mean square error over existing direction-finding methods in different application situations,e.g.,locating coherent signal sources with very few snapshots in strong impulse noise.Other than that,the Cramér-Rao bound(CRB)under impulse noise environment has been drawn to test the capability of the presented method. 展开更多
关键词 bistatic multiple-input multiple-output(MIMO)radar impulse noise direction finding lower order covariance quan-tum equilibrium optimizer algorithm(QEOA) maximum likeli-hood estimation method Cramér-Rao bound(CRB)
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黎曼流形上半调图像的协方差建模与贝叶斯分类方法 被引量:4
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作者 文志强 胡永祥 朱文球 《模式识别与人工智能》 EI CSCD 北大核心 2013年第11期993-1003,共11页
针对半调图像分类问题,提出黎曼流形上的协方差建模方法和贝叶斯分类策略.根据半调图像傅立叶频谱的特点,提出一种基于模板矩阵的特征获取方法,并结合频谱信息形成协方差矩阵描述方法.通过引入有效图像判决规则和分块技术,提出一... 针对半调图像分类问题,提出黎曼流形上的协方差建模方法和贝叶斯分类策略.根据半调图像傅立叶频谱的特点,提出一种基于模板矩阵的特征获取方法,并结合频谱信息形成协方差矩阵描述方法.通过引入有效图像判决规则和分块技术,提出一种协方差矩阵提取算法.利用样本的局部特性和核密度估计方法,实现黎曼流形上的贝叶斯分类策略.实验中研究阈值参数的选择策略,与5个相似方法进行分类性能比较,探讨有关参数对性能的影响.实验结果表明,所提出的方法在Q=32或64和L=10~15时其分类错误率低于4%,建模时间开销低于100ms,且优于5个相似方法. 展开更多
关键词 黎曼流形 半调图像 协方差矩阵 贝叶斯方法 分类器
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试评述迪尔凯姆的《社会学方法的准则》 被引量:2
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作者 杨光 《中北大学学报(社会科学版)》 2007年第5期15-18,22,共5页
对迪尔凯姆著作之一《社会学方法的准则》进行了简单评述,介绍了他的社会学方法论,包括他对社会学研究对象的界定及如何去观察和解释研究对象的原则,以及社会学求证的具体方法。
关键词 社会事实 社会学方法的准则 共变法 社会种
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A background error covariance model of significant wave height employing Monte Carlo simulation 被引量:3
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作者 郭衍游 侯一筠 +1 位作者 张春美 杨杰 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2012年第5期814-821,共8页
The quality of background error statistics is one of the key components for successful assimilation of observations in a numerical model.The background error covariance(BEC) of ocean waves is generally estimated under... The quality of background error statistics is one of the key components for successful assimilation of observations in a numerical model.The background error covariance(BEC) of ocean waves is generally estimated under an assumption that it is stationary over a period of time and uniform over a domain.However,error statistics are in fact functions of the physical processes governing the meteorological situation and vary with the wave condition.In this paper,we simulated the BEC of the significant wave height(SWH) employing Monte Carlo methods.An interesting result is that the BEC varies consistently with the mean wave direction(MWD).In the model domain,the BEC of the SWH decreases significantly when the MWD changes abruptly.A new BEC model of the SWH based on the correlation between the BEC and MWD was then developed.A case study of regional data assimilation was performed,where the SWH observations of buoy 22001 were used to assess the SWH hindcast.The results show that the new BEC model benefits wave prediction and allows reasonable approximations of anisotropy and inhomogeneous errors. 展开更多
关键词 background error covariance data assimilation Monte Carlo method ocean wave
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条件协方差矩阵的估计方法研究综述 被引量:2
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作者 刘进 《统计与决策》 CSSCI 北大核心 2019年第23期23-27,共5页
条件协方差矩阵在投资组合和金融风险管理中具有重要意义。文章针对(高维)条件协方差矩阵估计的一些最新研究成果进行了综述,并分析了这些方法的优势和不足之处,同时指出了进一步研究的方向。
关键词 条件协方差 参数方法 非参数方法 高维统计
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陆地生态系统碳通量面临的挑战与机遇--基于涡度协方差测定 被引量:1
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作者 祁亚辉 王小丹 《生态学报》 CAS CSCD 北大核心 2023年第8期2979-2994,共16页
区域和全球涡度协方差网络提供了基于陆地-大气生态系统间最大的综合性原位碳通量观测数据集。这些数据目前已成为自下而上核算陆地生态系统碳平衡的基础,但部分测量数据合理性问题引起通量界广泛关注。通过梳理近40年研究进展,总结了... 区域和全球涡度协方差网络提供了基于陆地-大气生态系统间最大的综合性原位碳通量观测数据集。这些数据目前已成为自下而上核算陆地生态系统碳平衡的基础,但部分测量数据合理性问题引起通量界广泛关注。通过梳理近40年研究进展,总结了涡度协方差测量原理,系统地分析了仪器局限性和环境因素潜在影响,讨论了不同碳通量组分填补存在的争议、生态系统冬季休眠期的净碳吸现象违背生理学知识、夜间湍流发展不充分对生态系统呼吸的低估等,并由此产生数据偏移和测量滞后时间等。通过阐述涡度协方差测量原理和数据处理存在的缺陷与争议,提出了适当的改进措施以限制(或降低)数据测量产生的不确定性,旨在为后续监测精度提升和探究陆地生态系统碳循环及其对环境因子的响应提供理论支撑。 展开更多
关键词 涡度 碳通量 观测方法 陆地生态系统
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Coupled Cross-correlation Neural Network Algorithm for Principal Singular Triplet Extraction of a Cross-covariance Matrix 被引量:2
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作者 Xiaowei Feng Xiangyu Kong Hongguang Ma 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI 2016年第2期149-156,共8页
This paper proposes a novel coupled neural network learning algorithm to extract the principal singular triplet (PST) of a cross-correlation matrix between two high-dimensional data streams. We firstly introduce a nov... This paper proposes a novel coupled neural network learning algorithm to extract the principal singular triplet (PST) of a cross-correlation matrix between two high-dimensional data streams. We firstly introduce a novel information criterion (NIC), in which the stationary points are singular triplet of the crosscorrelation matrix. Then, based on Newton's method, we obtain a coupled system of ordinary differential equations (ODEs) from the NIC. The ODEs have the same equilibria as the gradient of NIC, however, only the first PST of the system is stable (which is also the desired solution), and all others are (unstable) saddle points. Based on the system, we finally obtain a fast and stable algorithm for PST extraction. The proposed algorithm can solve the speed-stability problem that plagues most noncoupled learning rules. Moreover, the proposed algorithm can also be used to extract multiple PSTs effectively by using sequential method. © 2014 Chinese Association of Automation. 展开更多
关键词 Clustering algorithms covariance matrix Data mining Differential equations EXTRACTION Learning algorithms Negative impedance converters Newton Raphson method Ordinary differential equations Singular value decomposition
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核数据评价处理中协方差的产生和传递 被引量:2
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作者 刘廷进 陈宝谦 +1 位作者 周宏模 李淑冰 《原子能科学技术》 EI CAS CSCD 北大核心 1990年第1期15-27,共13页
协方差对于核工程等的计算日益重要,对于核数据的测量和评价者来说,只有给出了协方差矩阵才给出了数据的完整的误差信息。本文研究了协方差在核数据评价处理中的产生和传递,给出了计算公式和示例计算结果,这些结果显示了协方差产生传递... 协方差对于核工程等的计算日益重要,对于核数据的测量和评价者来说,只有给出了协方差矩阵才给出了数据的完整的误差信息。本文研究了协方差在核数据评价处理中的产生和传递,给出了计算公式和示例计算结果,这些结果显示了协方差产生传递的物理行为并证明了所给公式的正确性。 展开更多
关键词 核工程 数据 处理 协方差 传递
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Sparse and Low-Rank Covariance Matrix Estimation 被引量:2
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作者 Sheng-Long Zhou Nai-Hua Xiu +1 位作者 Zi-Yan Luo Ling-Chen Kong 《Journal of the Operations Research Society of China》 EI CSCD 2015年第2期231-250,共20页
This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices.We first benefit from a convex optimization which develops l1-norm penalty to encourage ... This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices.We first benefit from a convex optimization which develops l1-norm penalty to encourage the sparsity and nuclear norm to favor the low-rank property.For the proposed estimator,we then prove that with high probability,the Frobenius norm of the estimation rate can be of order O(√((slgg p)/n))under a mild case,where s and p denote the number of nonzero entries and the dimension of the population covariance,respectively and n notes the sample capacity.Finally,an efficient alternating direction method of multipliers with global convergence is proposed to tackle this problem,and merits of the approach are also illustrated by practicing numerical simulations. 展开更多
关键词 covariance matrix Sparse and low-rank estimator Estimation rate Alternating direction method of multipliers
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GNSS基线向量与点位协方差传播方法的等价性
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作者 孙小荣 刘支亮 《大地测量与地球动力学》 CSCD 北大核心 2015年第4期676-679,共4页
在GNSS控制网平差和点位测量中,需将GNSS基线向量协方差和点位协方差在不同坐标系间进行传播。推导了GNSS基线向量协方差从高斯平面直角坐标系到大地坐标系、再到空间直角坐标系的严密和简化传播公式,研究了GNSS基线向量协方差和点位协... 在GNSS控制网平差和点位测量中,需将GNSS基线向量协方差和点位协方差在不同坐标系间进行传播。推导了GNSS基线向量协方差从高斯平面直角坐标系到大地坐标系、再到空间直角坐标系的严密和简化传播公式,研究了GNSS基线向量协方差和点位协方差传播的等价性和统一性。理论和算例证明,推导的传播公式是正确的,可用点位协方差传播公式代替复杂的基线向量协方差传播公式,基线向量协方差和点位协方差在空间直角坐标系与高斯平面直角坐标系间的传播,都可统一到形式简单的空间直角坐标系与站心直角坐标系间的传播。 展开更多
关键词 GNSS基线向量协方差 GNSS点位协方差 坐标系统 协方差传播 等价方法
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高校排球运动员弹跳力训练方式探究 被引量:1
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作者 方洁 《吉林体育学院学报》 2014年第2期93-96,共4页
良好的弹跳力是运动员应该具备的基本素质,也是发展其它技能的基础。针对高校排球运动员弹跳力训练的问题,首先分析了影响弹跳能力的因素,基于这些因素归纳和总结了相应的训练方法和措施,并通过协方差方法分析了三类不同训练方法在提高... 良好的弹跳力是运动员应该具备的基本素质,也是发展其它技能的基础。针对高校排球运动员弹跳力训练的问题,首先分析了影响弹跳能力的因素,基于这些因素归纳和总结了相应的训练方法和措施,并通过协方差方法分析了三类不同训练方法在提高运动员弹跳力方面的效果,最后提出了在教学和训练过程中应该注意的问题。 展开更多
关键词 弹跳力 高校 排球运动员 训练措施 协方差方法
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THE ESTIMATION OF VARIANCE AND COVARIANCE COMPONENTS FOR GPS BASELINE NETWORK BY MINQUE METHOD
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作者 WANG Xinzhou LIU Jingnan TAO Benzao 《Geo-Spatial Information Science》 1998年第1期63-69,73,共8页
This paper studies the estimation of variance and covariance compo-nents for GPS baseline network by MINQUE method.The fundamental rule forselecting variance-covariance model has been presented,and the alternative alg... This paper studies the estimation of variance and covariance compo-nents for GPS baseline network by MINQUE method.The fundamental rule forselecting variance-covariance model has been presented,and the alternative algo-rithm which simultaneouly estimates fixed variance components and scalled vari-ance components of the distance,azimuth and geodetic height difference for a GPSbaseline vector has been developed. 展开更多
关键词 GPS BASELINE VECTOR variance and covariance ALTERNATIVE ESTIMATION MINQUE method
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Texture invariant estimation of equivalent number of looks based on log-cumulants in polarimetric radar imagery
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作者 Xianghui Yuan Tao Liu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2017年第1期58-66,共9页
A novel estimation of the equivalent number of looks (ENL) is proposed in statistical modeling of multilook polarimetric synthetic aperture radar (PolSAR) images for the product model, which is based on the log-determ... A novel estimation of the equivalent number of looks (ENL) is proposed in statistical modeling of multilook polarimetric synthetic aperture radar (PolSAR) images for the product model, which is based on the log-determinant moments (LDM). The LDM estimators discovered by looking at certain log-cumulants of the intensities of different polarization channels and the multilook polarimetric covariance matrix, which can be used for both the Gaussian model and all product models. This estimator has analytic expressions, and uses the full covariance matrix and intensities as input, which makes more statistical information available. Experiments based on simulated data and real data are performed. The comparisons among the widely used methods of equivalent number of looks (ENL) estimation for the product model such as K and G0 distributions show that the performance of the LDM estimator is outstanding. The performance of estimators for the real data of San Francisco and Flevoland is analyzed and the results are according to those of simulated data. Finally, it can be concluded that the LDM estimator is well robust to each product model with low computational complexity and high accuracy. © 1990-2011 Beijing Institute of Aerospace Information. 展开更多
关键词 covariance matrix Matrix algebra method of moments Parameter estimation POLARIMETERS RADAR Radar imaging Tracking radar
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High dimensional covariance matrix estimation using multi-factor models from incomplete information 被引量:1
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作者 XU FangFang HUANG JianChao WEN ZaiWen 《Science China Mathematics》 SCIE CSCD 2015年第4期829-844,共16页
Covariance matrix plays an important role in risk management, asset pricing, and portfolio allocation. Covariance matrix estimation becomes challenging when the dimensionality is comparable or much larger than the sam... Covariance matrix plays an important role in risk management, asset pricing, and portfolio allocation. Covariance matrix estimation becomes challenging when the dimensionality is comparable or much larger than the sample size. A widely used approach for reducing dimensionality is based on multi-factor models. Although it has been well studied and quite successful in many applications, the quality of the estimated covariance matrix is often degraded due to a nontrivial amount of missing data in the factor matrix for both technical and cost reasons. Since the factor matrix is only approximately low rank or even has full rank, existing matrix completion algorithms are not applicable. We consider a new matrix completion paradigm using the factor models directly and apply the alternating direction method of multipliers for the recovery. Numerical experiments show that the nuclear-norm matrix completion approaches are not suitable but our proposed models and algorithms are promising. 展开更多
关键词 high dimensional covariance matrix estimation multi-factor model matrix completion alternating direction method of multipliers
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