1. Some of the math is quite sophisticated, using differential equations, linear algebra, and covariance matrices.

2. The eigenvalue of covariance matrix can be used to separate signal from noise.

3. A spectral estimator based on the rank-deficient sample covariance matrix was developed to improve the robustness of estimates of the rank-deficient robust Capon filter-bank (RCF) spectral estimator.

4. POOLVD pooledvariance - covariance matrix from two or more data matrices. Dan also perform a test for homogeneity.

5. Correlated algorithms of covariance matrix were researched and analysed. Thoroughly studying was given to the physical meaning of covariance matrix.

6. By averaging the previous results, a new covariance matrix is obtained. It is a full rank matrix.

7. In the beginning, we construct a time-frequency covariance matrix using the original feature extracted from each frame.

8. Covariance matrix can get bands with ample information content but it is a model educed under normal distribution condition, in addition its defect is large numbers of data, slower disposing speed.

9. Variance component model of the random effects of covariance matrix unit for the "Linear model introduction" matrix has been studied.

10. Results of linear structural relation model based on covariance matrix showed that psychological factors affected the development of NIDDM not only directly but also indirectly.

11. The estimation of noise covariance matrix is based on iterative procedure in ML.

12. This method can control the series correlation via covariance matrix that was formed from correlation series and is suit for simulating finite correlated random series of different distributions.

13. This paper points out that we can use the density function of the Gaussian distribution to set a thinned array, extending the covariance matrix will advance the gain clearly.

14. The methods of sign test and runs number test of negligence error and adjustment of experimental covariance matrix are given in the work.

15. A novel DOA estimation algorithm based on the largest eigenvalue of the covariance matrix is presented. It mainly applies to the pencil beam smart antenna in DS CDMA systems.

16. We analyses the different result of PCA by using autocorrelation matrix and covariance matrix, and point out that the express of PCA is different but the error are the same.

17. Covariance velocity spectrum is based on the fact that the sampled data can be arranged in eigen structure of covariance matrix.

18. To preserve the polarimetric properties of polarimetric SAR image,[] each element of the covariance matrix should be filtered independently in the same homogenous area.

19. There are two forms of extended sequential estimation algorithm:1. integrating error covariance matrix; 2. integrating state transition matrix.

20. The property of estimation is better than that of the method based on the eigen structure decomposition of a covariance matrix.

21. Then it can establish the estimators of means and covariance matrix of the multivariate normal distribution, and estimate their confidence limits and intervals in each state.

22. In the beginning, we construct a time - frequency covariance matrix using original feature extracted from each frame.

23. For estimating the model parameters, the method, in which error covariance matrix P(K) is recursively factorized with U-D factorization technique on the basis of RCKE algorithm, is adopted.

24. In the multi-variable system, there generally exist errors in the determination of independent variable number based on covariance matrix eigenvalues because of the nonuniformity in data space.

25. By using the arrays normalized general impedance matrix to express the mutual coupling between the elements, the characteristics of the covariance matrix of the adaptive arrays are analyzed.

26. We can get the ellipticity and linearity from the eigenvalues of the covariance matrix.

27. In this paper, by using the special structure of the covariance matrix, a fast high resolution method based on QR decomposition is presented.

28. A new method for human face image scale and direction estimation is proposed using covariance matrix eigenvalue and eigenvector of edge set, which is proved by theory and experiments.

29. Meanwhile, a recursive algorithm for computing the sample mean and covariance matrix with forgetting factors was also given to overcome the difficulties of storing the vast old training samples.

30. For the estimation of satellite state, the extended sequential estimation algorithm was applied. The numerical method was used to integrate state vector and error covariance matrix.

31. Based on the high-frequency data, the realized volatility and realized covariance matrix was introduced systematically.

32. A unified Variance components estimation in the Gauss-Markov model with a singular covariance matrix of observations and singular design matrix is discussed in this paper.

33. Second, normals and curvatures of vertices in the optimal neighborhood are estimated by covariance matrix analysis.

34. Realized covariance matrix is a new measurement of the volatility and correlation of portfolio.