Structured covariance estimation. The routine takes a covariance matrix as input...我要分享

matlab

关注次数: 211

下载次数: 0

文件大小: 990.00 B

代码分类: 其他

开发平台: matlab

下载需要积分: 2积分

版权声明:如果侵犯了您的权益请与我们联系,我们将在24小时内删除。

代码描述

中文说明:Structured covariance estimation. The routine takes a covariance matrix as input and returns the Toeplitz matrix that lies closest to it, in the sense that it minimizes the Kullback-Leibler divergence between the two. Input must be a real, square, symmetric and positive semi-definite matrix.


English Description:


代码预览