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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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Bibliographic Details
Published in:Cybernetics and systems analysis 2011, Vol.47 (1), p.152-165
Main Authors: Aliev, T. A., Musaeva, N. F., Sattarova, U. E.
Format: Article
Language:English
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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.
ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-011-9298-2