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covariance

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covariance

 [ko-va´re-ans]
a measure of the tendency of two random variables to vary together. It is the expected value of the product of the deviations of corresponding values of two random variables from their respective means.
Miller-Keane Encyclopedia and Dictionary of Medicine, Nursing, and Allied Health, Seventh Edition. © 2003 by Saunders, an imprint of Elsevier, Inc. All rights reserved.
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be the mean vector of U, I be the identity matrix and empirical covariance of U be
The estimation is started with an initial value for state variables and covariance matrix ([X.sub.0], [P.sub.0]).
This study used two eddy covariance systems mounted on XT00 at a 40 m (system 1) and a 32 m (system 2) height above ground level (agl), respectively.
The single pulse signal is radiated by the radar, and the covariance of the measurement noise can be denoted as:
In the Gauss-Hermite integration approach, a much larger set of sigma points and weights could be chosen compared to those of the Lyapunov covariance and the statistical regression approach such that with polynomial integrand the numerical approximation becomes exact and leads to more precise representation of the statistical moments (mean and covariance) of the distribution of a debris dispersion.
[V.sub.k+1] is the covariance matrix of the actual output residual sequence, which is estimated by
To measure how ecosystems exchange carbon and water with the atmosphere, Fluxnet stations rely on state-of-the-art micrometeorological tools and a standard method, called the eddy covariance method.
and I.) were defined by the equation [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] The estimates of genotypic covariance for the month t were described [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] where i = 5, 6, ..., 12 and j = 5, 6, ..., 12 months of age; [K.sub.a] is the covariance matrix between the random genotypic regression coefficients; and Z is the age matrix in months, in which each row represents an age and the number of columns is equal to the polynomial adjustment order used to calculate the variances t.
4th, 5th and 6th degrees of AR parameters were estimated by covariance and Yule-walker methods for the EGG signals of patients and healthy people for fasting and satiety stages (for both channels).
The covariance matrix of normalized data can be defined as follows:
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