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Technology of calculating robust normalized correlation matrices
It is shown that, under traditional approach, errors caused by noise disappear after normalizing estimates of noisy signals in diagonal elements of correlation matrices and that, on the contrary, such errors arise in other elements. Hence, the expected result of elimination of errors owing to the tr...
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Published in: | Cybernetics and systems analysis 2011, Vol.47 (1), p.152-165 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | It is shown that, under traditional approach, errors caused by noise disappear after normalizing estimates of noisy signals in diagonal elements of correlation matrices and that, on the contrary, such errors arise in other elements. Hence, the expected result of elimination of errors owing to the transition to normalized correlation matrices is not reached. Algorithms and technologies are proposed for correcting this drawback by obtaining robust normalized correlation matrices analogous to matrices of useful signals. Results of numerous computer experiments are presented that testify to the efficiency of the developed technology. |
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ISSN: | 1060-0396 1573-8337 |
DOI: | 10.1007/s10559-011-9298-2 |