Optimal entanglement generation in optomechanical systems via Krotov control of covariance matrix dynamics by Pengju Chen, Da-Wei Luo, Ting Yu

“…Using the Krotov algorithm to optimize the dynamics of the covariance matrix, we illustrate how to design a control objective function to manipulate the dynamics of the system to generate a desirable target state. …”
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A test on the location of tangency portfolio for small sample size and singular covariance matrix by Svitlana Drin, Stepan Mazur, Stanislas Muhinyuza

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Knowledge-Aided Structured Covariance Matrix Estimator Applied for Radar Sensor Signal Detection by Naixin Kang, Zheran Shang, Qinglei Du

“…This study deals with the problem of covariance matrix estimation for radar sensor signal detection applications with insufficient secondary data in non-Gaussian clutter. …”
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Robust Adaptive Beamforming Algorithm for Sparse Array Based on Covariance Matrix Reconstruction Technology by Yuxi Du, Weijia Cui, Yinsheng Wang, Chunxiao Jian, Jian Zhang

“…The second method estimates the power and direction of arrival (DOA) of the signals by performing eigenvalue decomposition on the sampled covariance matrix (SCM) and finally calculates the weight vector. …”
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Missing Covariance Matrix Recovery with the FDA-MIMO Radar Using Deep Learning Method by Zihang DING, Junwei XIE, Bo WANG

“…To mitigate the impact of the missing covariance matrix data on the performance of the beamforming algorithm, we have proposed a covariance matrix data recovery method for FDA-MIMO radar based on deep learning and constructed a two-stage framework based on missing covariance matrix recovery-adaptive beamforming. …”
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Flexible Covariance Matrix Decomposition Method for Data Augmentation and Its Application to Brainwave Signals by Hoirim Lee, Wonseok Yang, Woochul Nam

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Multitemporal SAR Image Despeckling Based on a Scattering Covariance Matrix of Image Patch by Xiaoshuang Ma, Penghai Wu

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Estimation of the Covariance Matrix in Hierarchical Bayesian Spatio-Temporal Modeling via Dimension Expansion by Bin Sun, Yuehua Wu

“…We propose a method without any assumptions on the correlation structure to estimate the covariance matrix through a dimension expansion method for modeling the semivariograms in nonstationary fields based on the estimations from the hierarchical Bayesian spatio-temporal modeling technique (Le and Zidek). …”
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Determining the covariance matrix for a nonlinear implicit multivariate measurement equation uncertainty analysis by Ramnath Vishal

Subjects: “…covariance matrix…”
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Improved Speech Spatial Covariance Matrix Estimation for Online Multi-Microphone Speech Enhancement by Minseung Kim, Sein Cheong, Hyungchan Song, Jong Won Shin

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Impact of a time-dependent background error covariance matrix on air quality analysis by E. Jaumouillé, S. Massart, A. Piacentini, D. Cariolle, V.-H. Peuch

“…We first show that the resulting covariance matrix is strongly time (hourly and seasonally) and space dependent. …”
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An improved rate for nonnegative definite consistent covariance matrix estimation with heterogeneous dependent data by Quah, Danny

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A novel robust method for estimating the covariance matrix of financial returns with applications to risk management by Arturo Leccadito, Alessandro Staino, Pietro Toscano

“…Abstract This study introduces the dynamic Gerber model (DGC) and evaluates its performance in the prediction of Value at Risk (VaR) and Expected Shortfall (ES) compared to alternative parametric, non-parametric and semi-parametric methods for estimating the covariance matrix of returns. Based on ES backtests, the DGC method produces, overall, accurate ES forecasts. …”
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Design Of Multivariable Fractional Order Pid Controller Using Covariance Matrix Adaptation Evolution Strategy by Sivananaithaperumal Sudalaiandi, Baskar Subramanian

“…This paper presents an automatic tuning of multivariable Fractional-Order Proportional, Integral and Derivative controller (FO-PID) parameters using Covariance Matrix Adaptation Evolution Strategy (CMAES) algorithm. …”
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Modeling Heterogeneity of the Level-1 Error Covariance Matrix in Multilevel Models for Single-Case Data by Eunkyeng Baek, John J. M. Ferron

“…Previous research applying multilevel models to single-case data has made a critical assumption that the level-1 error covariance matrix is constant across all participants. …”
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Robust Beamforming Technologies for Conformal Array of Small-Scale Platform Based on Covariance Matrix Fitting by Shiyu GONG, Erzheng FANG, Jianing ZHANG

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Approximations of the GOCE error variance-covariance matrix for least-squares estimation of height datum offsets by Gerlach Ch., Fecher Th.

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Complex Parameter Rao and Wald Tests for Assessing the Bandedness of a Complex-Valued Covariance Matrix by Zhenghan Zhu

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The Kullback–Leibler Divergence and the Convergence Rate of Fast Covariance Matrix Estimators in Galaxy Clustering Analysis by Zhigang Li, Zhejie Ding, Yu Yu, Pengjie Zhang

“…As a case study, we analyze the delete- d jackknife estimator for the covariance matrix of the galaxy correlation function. We introduce the information factor or the normalized KL divergence with the help of a set of baseline covariance matrices to diagnose the information contained in the jackknife covariance matrix. …”
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Covariance matrix adaptation evolution strategy for robust load frequency control of hydro power systems by Nitish Katal, Sanjay Kumar, Sanjay Kumar

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