scholarly journals Computing the Moments of the Complex Gaussian: Full and Sparse Covariance Matrix

Mathematics ◽  
2019 ◽  
Vol 7 (3) ◽  
pp. 263
Author(s):  
Claudia Fassino ◽  
Giovanni Pistone ◽  
Maria Rogantin

Given a multivariate complex centered Gaussian vector Z = ( Z 1 , ⋯ , Z p ) with non-singular covariance matrix Σ , we derive sufficient conditions on the nullity of the complex moments and we give a closed-form expression for the non-null complex moments. We present conditions for the factorisation of the complex moments. Computational consequences of these results are discussed.


2020 ◽  
Vol 10 (6) ◽  
pp. 2063
Author(s):  
So-Hee Jeong ◽  
Byung-kwon Son ◽  
Joon-Ho Lee

We consider the performance analysis of the multiple signal classification (MUSIC) algorithm for multiple incident signals when the uniform linear array (ULA) is adopted for estimation of the azimuth of each incident signal. We derive closed-form expression of the estimation error for each incident signal. After some approximations, we derive closed-form expression of the mean square error (MSE) for each incident signal. In the MUSIC algorithm, the eigenvectors of covariance matrix are used for calculation of the MUSIC spectrum. Our derivation is based on how the eigenvectors of the sample covariance matrix are related to those of the true covariance matrix. The main contribution of this paper is the reduction in computational complexity for the performance analysis of the MUSIC algorithm in comparison with the traditional Monte–Carlo simulation-based performance analysis. The validity of the derived expressions is shown using the numerical results. Future work includes an extension to performance analysis of the MUSIC algorithm for simultaneous estimation of the azimuth and the elevation.



IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Yassine Zouaoui ◽  
Larbi Talbi ◽  
Khelifa Hettak ◽  
Naresh K. Darimireddy


2021 ◽  
Vol 48 (3) ◽  
pp. 91-96
Author(s):  
Shigeo Shioda

The consensus achieved in the consensus-forming algorithm is not generally a constant but rather a random variable, even if the initial opinions are the same. In the present paper, we investigate the statistical properties of the consensus in a broadcasting-based consensus-forming algorithm. We focus on two extreme cases: consensus forming by two agents and consensus forming by an infinite number of agents. In the two-agent case, we derive several properties of the distribution function of the consensus. In the infinite-numberof- agents case, we show that if the initial opinions follow a stable distribution, then the consensus also follows a stable distribution. In addition, we derive a closed-form expression of the probability density function of the consensus when the initial opinions follow a Gaussian distribution, a Cauchy distribution, or a L´evy distribution.



2021 ◽  
Vol 2021 (6) ◽  
Author(s):  
Vivek Kumar Singh ◽  
Rama Mishra ◽  
P. Ramadevi

Abstract Weaving knots W(p, n) of type (p, n) denote an infinite family of hyperbolic knots which have not been addressed by the knot theorists as yet. Unlike the well known (p, n) torus knots, we do not have a closed-form expression for HOMFLY-PT and the colored HOMFLY-PT for W(p, n). In this paper, we confine to a hybrid generalization of W(3, n) which we denote as $$ {\hat{W}}_3 $$ W ̂ 3 (m, n) and obtain closed form expression for HOMFLY-PT using the Reshitikhin and Turaev method involving $$ \mathrm{\mathcal{R}} $$ ℛ -matrices. Further, we also compute [r]-colored HOMFLY-PT for W(3, n). Surprisingly, we observe that trace of the product of two dimensional $$ \hat{\mathrm{\mathcal{R}}} $$ ℛ ̂ -matrices can be written in terms of infinite family of Laurent polynomials $$ {\mathcal{V}}_{n,t}\left[q\right] $$ V n , t q whose absolute coefficients has interesting relation to the Fibonacci numbers $$ {\mathrm{\mathcal{F}}}_n $$ ℱ n . We also computed reformulated invariants and the BPS integers in the context of topological strings. From our analysis, we propose that certain refined BPS integers for weaving knot W(3, n) can be explicitly derived from the coefficients of Chebyshev polynomials of first kind.



Author(s):  
M.J. Cañavate-Sánchez ◽  
A. Segneri ◽  
S. Godi ◽  
A. Georgiadis ◽  
S. Kosmopoulos ◽  
...  


2004 ◽  
Vol 40 (19) ◽  
pp. 1192 ◽  
Author(s):  
J. Pérez ◽  
J. Ibáñez ◽  
L. Vielva ◽  
I. Santamaría


Sign in / Sign up

Export Citation Format

Share Document