相关论文: The Caratheodory-Fejer-Pisarenko decomposition and…

A positive semidefinite Toeplitz matrix, which often arises as the finite covariance matrix of a stationary random process, can be decomposed as the sum of a nonnegative multiple of the identity corresponding to a white noise, and a…

We study the dependence of the spectral density of the covariance matrix ensemble on the power spectrum of the underlying multivariate signal. The white noise signal leads to the celebrated Marchenko-Pastur formula. We demonstrate results…

Multivariate versions of the Kronecker theorem in the continuous multivariate setting has recently been published. These theorems characterize the symbols that give rise to finite rank multidimensional Hankel and Toeplitz type operators…

The propagation of a state vector is governed by a set of time-invariant state transition matrices that switch arbitrarily between two values. The evolution of the state is also perturbed by white Gaussian noise with a variance that…

In this work we consider the estimation of spatio-temporal covariance matrices in the low sample non-Gaussian regime. We impose covariance structure in the form of a sum of Kronecker products decomposition (Tsiligkaridis et al. 2013,…

Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

We evaluate the covariance matrix of the matter power spectrum using perturbation theory up to dominant terms at 1-loop order and compare it to numerical simulations. We decompose the covariance matrix into the disconnected (Gaussian) part,…

We introduce a many-body topological invariant, called the topological disorder parameter (TDP), to characterize gapped quantum phases with global internal symmetry in (2+1)d. TDP is defined as the constant correction that appears in the…

For classical discrete system under constant composition typically referred to substitutional alloys, we examine local nonlinearity in canonical average phi . We have respectively investigated the local and global behavior of nonlinearity…

We apply ideas from $C^*$-algebra to the study of disordered topological insulators. We extract certain almost commuting matrices from the free Fermi Hamiltonian, describing band projected coordinate matrices. By considering topological…

We consider the problem of estimating a high-dimensional covariance matrix from a small number of observations when covariates on pairs of variables are available and the variables can have spatial structure. This is motivated by the…

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

We introduce and study a multiparameter colored partition category $\mathcal{CPar}(\textbf{x})$ by extending the construction of the partition category, over an algebraically closed field $\Bbbk$ of characteristic zero and for a…

We describe the structure of optimal Input covariance matrices for single user multiple-input/multiple-output (MIMO) communication system with covariance feedback and for general correlated fading. Our approach is based on the novel concept…

Singular spectrum analysis is developed as a nonparametric spectral decomposition of a time series. It can be easily extended to the decomposition of multidimensional lattice-like data through the filtering interpretation. In this…

A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an…

Charge ordering induced by strong short-range repulsion in itinerant fermion systems typically follows a two-sites alternation pattern. However, the covariance matrix spectrum of the one-dimensional, half-filled, spinless $t$-$V$ model…

Positive time varying frequency representation for transient signals has been a hearty desire of signal analysts due to its theoretical and practical importance. During approximately the last two decades there has formulated a signal…

We begin by showing that any $n \times n$ matrix can be decomposed into a sum of $n$ circulant matrices with periodic relaxations on the unit circle. This decomposition is orthogonal with respect to a Frobenius inner product, allowing…