协方差矩阵 Resources

Showing items tagged with "协方差矩阵"

PCA Implementation Steps: 1. Center the data (mean normalization); 2. Compute the covariance matrix; 3. Calculate eigenvalues and eigenvectors of the covariance matrix; 4. Sort eigenvalues and corresponding eigenvectors; 5. Determine projection direction based on target dimensionality d'; 6. Compute dimensionally reduced data

MATLAB 303 views Tagged

PCA Algorithm Programming Design Steps: 1. Mean Centering 2. Compute Covariance Matrix and its Eigenvalues/Eigenvectors 3. Count Eigenvalues Exceeding Threshold 4. Sort Eigenvalues in Descending Order 5. Remove Small Eigenvalues 6. Remove Large Eigenvalues (Typically Omitted) 7. Combine Selected Eigenvalues 8. Select Corresponding Eigenvalues/Eigenvectors 9. Compute Whitening Matrix 10. Extract Principal Components

MATLAB 251 views Tagged

(1) Apply a 9×9 window to randomly sample the above image, extracting a total of 200 sub-images; (2) Convert each sub-image into an 81-dimensional row vector by concatenating all columns; (3) Perform KL transformation on all 200 row vectors, compute the eigenvectors and eigenvalues of the corresponding covariance matrix, and arrange eigenvalues and corresponding eigenvectors in descending order; (4) Select the eigenvectors corresponding to the top 40 largest eigenvalues as principal components, project the original image blocks onto these 40 eigenvectors, and use the obtained projection coefficients as the feature vector for each sub-block; (5) Compute the feature vectors for all sub-blocks.

MATLAB 234 views Tagged

The MUSIC algorithm separates signal and noise subspaces by eigen-decomposition of the received data covariance matrix (Rx). It constructs spatial scanning spectra by exploiting the orthogonality between signal steering vectors and noise subspace, then performs peak searching in the parameter domain for accurate signal parameter estimation. Implementation typically involves eigenvalue decomposition, subspace identification, and peak detection algorithms.

MATLAB 208 views Tagged