作者: Naveed Salman , Lyudmila Mihaylova , A. H. Kemp
关键词: Rational quadratic covariance function 、 Algorithm 、 Covariance 、 Covariance intersection 、 Matérn covariance function 、 Invertible matrix 、 Covariance function 、 Mathematical optimization 、 Estimation of covariance matrices 、 Mathematics 、 Covariance matrix
摘要: Accurate covariance matrix estimation has applications in a wide range of disciplines. For many the estimated needs to be positive definite and hence invertible. When number data points is insufficient, sample two fold disadvantages. Firstly, although it unbiased, consists large error. Secondly, not definite. A shrinkage technique been proposed fields finance life sciences estimate that invertible contains relatively small error variance. In this paper, we introduce concept area multiple target localization wireless networks with correlated measurements. localization, use low cost received signal strength (RSS) Unlike most studies, where links between sensor nodes (SNs) targets (TNs) are independent, realistic model these correlated. Optimization location accuracy achieved by weighting each link via matrix. Simulation results show using improves algorithm.