1583 results about "Covariance" patented technology

An Ultra-Tightly Coupled GPS-inertial navigation system for use in a moving agile platform includes a range residual extractor that uses best curve fitting of a third order polynomial for estimating range residual. The curve-fitted residual is used to update an error Kalman filter. The error Kalman filter includes correction for navigation solution, and IMU and GPS parameters. The navigation solution together with GPS parameter corrections are used in a Tracking Predictor to generate high-sampling-rate carrier and code replicas. The curve-fitting error covariance indicates signal to noise ratio for the tracked GPS signal and may be used for early indication of interference or jamming.

Data mining techniques are provided which are effective and efficient for discovering useful information from an amorphous collection or data set of records. For example, the present invention provides for the mining of data, e.g., of several or many records, to discover interesting associations between entries of qualitative text, and covariances between data of quantitative numerical types, in records. Although not limited thereto, the invention has particular application and advantage when the data is of a type such as clinical, pharmacogenomic, forensic, police and financial records, which are characterized by many varied entries, since the problem is then said to be one of “high dimensionality” which has posed mathematical and technical difficulties for researchers. This is especially true when considering strong negative associations and negative covariance, i.e., between items of data which may so rarely come together that their concurrence is never seen in any record, yet the fact that this is not expected is of potential great interest.

A method for coexistence of an orthogonal frequency division multiple access (OFDMA) receiver (117) such as a WiMAX receiver with a synchronous frame-based transmitter (115) such as a Bluetooth transmitter within a mobile station (110) receives an estimated media access protocol (MAP′) signal indicating when a MAP message is expected to be received by the OFDMA receiver (117) and uses it at a Bluetooth shutdown signal (190) at least when a MAP message is expected to be received. The MAP′ signal can be taken directly from the ODFMA transceiver (117) or it may be produced through analysis of a receiver-enable (RXE) signal that includes not only MAP symbols but also downlink data symbols. The RXE signal can be analyzed using interrupt-and-timer, Fast Fourier Transform, covariance, and/or delay-locked loop techniques to extract historical MAP symbol information and generate expected MAP symbol information. Shutting down a Bluetooth transmitter during expected MAP message receipt permits the OFDMA receiver to maintain synchronicity with an access point while not requiring the Bluetooth transmitter to shut down every time the OFDMA receiver expects to receive an OFDMA symbol.

A method of measuring Photoplethysmography (PPG) signals may comprise detecting dual wavelength illumination from a light detector so as to provide detected signals, converting the detected signals into digital signals so as to provide digital signals, reducing noises from the digital signals and increasing independency between the digital signals so as to provide preprocessed signals, subtracting the average value from the preprocessed signals so as to provide adjusted signals, obtaining whitening matrix based on covariance, eigen value, and eigen matrix obtained from the adjusted signals, and restoring data using the whitening matrix.

A method for the estimation of the state variables of nonlinear systems with exogenous inputs is based on improved extended Kalman filtering (EKF) type techniques. The method uses a discrete-time model, based on a set of nonlinear differential equations describing the system, that is linearized about the current operating point. The time update for the state estimates is performed using integration methods. Integration, which is accomplished through the use of matrix exponential techniques, avoids the inaccuracies of approximate numerical integration techniques. The updated state estimates and corresponding covariance estimates use a common time-varying system model for ensuring stability of both estimates. Other improvements include the use of QR factorization for both time and measurement updating of square-root covariance and Kalman gain matrices and the use of simulated annealing for ensuring that globally optimal estimates are produced.

A radio geolocation system is described in which a plurality of moving platforms such as aircraft concurrently receive a signal from a remote transmitter and the geolocation of the transmitter is determined. At each platform every thirty seconds a plurality of samples of the received signal are taken over a one second period. The samples are digitized and a time and GPS location stamp are added to each sample. The digitized samples with time and location stamps from all platforms are transmitted to a central location and stored in covariance matrices, one matrix per one second sample period. The signal samples in each matrix are processed utilizing a unique algorithm to generate a data set which defines a correlation surface. The data from a plurality of data sets are summed together on a point by point basis and normalized to yield a summation data set which defines a summation correlation surface. The summation correlation surface has a well defined peak that defines the geolocation of the remote transmitter.

A beam and power allocation method for a MIMO system transmitting multiple data streams from a transmitter having a plurality of transmit antennas to a receiver having at least two receive antennas, the transmit antennas being grouped based on feedback information from the receiver, includes obtaining covariance matrices for respective transmit antenna group, and allocating beam and power to the transmit antenna groups according to the covariance matrices of the respective antenna groups. The power allocation method can be adapted to various partial beamforming techniques by generalizing the optimization problem as a function of transmit covariance matrices.

An inertial (“INS”)/GPS receiver includes an INS sub-system which incorporates, into a modified Kalman filter, GPS observables and/or other observables that span previous and current times. The INS filter utilizes the observables to update position information relating to both the current and the previous times, and to propagate the current position, velocity and attitude related information. The GPS observable may be delta phase measurements, and the other observables may be, for example, wheel pick-offs (or counts of wheel revolutions) that are used to calculate along track differences, and so forth. The inclusion of the measurements in the filter together with the current and the previous position related information essentially eliminates the effect of system dynamics from the system model. A position difference can thus be formed that is directly observable by the phase difference or along track difference measured between the previous and current time epochs. Further, the delta phase measurements can be incorporated in the INS filter without having to maintain GPS carrier ambiguity states. The INS sub-system and the GPS sub-system share GPS and INS position and covariance information. The receiver time tags the INS and any other non-GPS measurement data with GPS time, and then uses the INS and GPS filters to produce INS and GPS position information that is synchronized in time. The GPS/INS receiver utilizes GPS position and associated covariance information and the GPS and/or other observables in the updating of the INS filter. The INS filter, in turn, provides updated system error information that is used to propagate inertial current position, velocity and attitude information. Further, the receiver utilizes the inertial position, velocity and covariance information in the GPS filters to speed up GPS satellite signal re-acquisition and associated ambiguity resolution operations

The present invention provides a method and system for receiving a plurality of transmission signals at a receiver, the transmission signals each traveling through a corresponding transmission channel. The receiver includes a plurality of receiver channels, a receiver channel corresponding to each transmission channel. Each receiver channel receives a corresponding transmission signal. The received transmission signals are detected to determine whether the received transmission signals are dominated by noise or interference. If the received transmission signals are dominated by noise, then a first set of weights are selected as a receiver weighting. If the received transmission signals are dominated by interference, then a second set of weights are selected as the receiver weighting. The received transmission signals are estimated based upon the receiver weighting. Detecting whether the received transmission signals are dominated by noise or interference includes determining a level of correlation between the received transmission signals. Detecting whether the received transmission signals are dominated by noise or interference can be determined during a time slot of nulled transmission signals. If the transmission signals are multiple carrier signals, then detecting whether the received transmission signals are dominated by noise or interference can be determined during a frequency and time slot of a nulled carrier of the transmission signals. The first set of weights can be based upon a first covariance matrix, wherein the first covariance matrix represents received noise and interference covariance. The second set of weights can be based upon the second covariance matrix, wherein the second covariance matrix represents interference covariance. The first set of weights and the second set of weights can also be used for transmission mode selection and receiver soft decoding.

In one preferred embodiment, the present invention provide a navigation system for a movable platform comprising a GNSS receiver sensor for providing position signals representative of the estimated current position of the movable platform; a camera sensor for providing photographic images representative of the surroundings of the movable platform; and an IMU (Inertial Measurement Unit) sensor for providing specific force and angular rate signals representative of the current specific forces and rate of the movable platform. A processor is responsive to the camera photographic images to estimate the position and attitude of the movable platform, the covariance of the position and attitude estimates and the covariance of consecutive position and attitude estimates. The processor is responsive to the GNSS receiver's estimated position signal, the camera's estimated position and attitude signal, the camera's estimated position and attitude covariance, the camera's estimated correlation of the covariance of consecutive position and attitude estimates, and the specific force and angular rate signals, for providing a navigation solution representative of the estimated current position, velocity, and attitude of the movable platform.

A method of channel allocation for a communication connection to a radio interface in a mobile communication system with spatial subscriber separation. The method includes comparing the disclosed allocation method is to compare the theoretical minimum +E,otl P+EE (l) (given optimum spatial separability) to the anticipated downlink transmission power P(I) for each channel in the selection of a channel. In order to speed up the calculation, the factors allocated to the K communication connections are selected proportional to the dominant eigenvectors uk(Ck). A low value for the quotient in channel l allows one to conclude that the eigenvector uk for all K communication connections respectively fits well to the covariance matrices Ck of the other K-1 communication connections and, thus, a good spatial separability is established.

A method and apparatus for detecting a target or targets in a surrounding background locale based on target signatures obtained by a hyperspectral imaging sensor used the hyperspectral imaging sensor to collect raw target signature data and background locale data during a first data collection mission. The data is processed to generate a database including a plurality of target signatures and background data relating to the background locale. The hyperspectral imaging sensor is later used to collect further background data during a further, current data collecting mission so as to provide continuously updated background data, in real time. A covariance equalization algorithm is implemented with respect to the background data contained in the database and the updated background data collected during the current mission to effect transformation of each target signature of the database into a transformed target signature. A detection algorithm which employs the resultant transformed target signature is used to produce detection information related to the target or targets.

A method for carrying out channel equalization in a radio receiver wherein an impulse response is estimated, noise power is determined by estimating a co-variance matrix of the noise contained in a received signal before prefiltering, and tap coefficients of prefilters and an equalizer are calculated. The method comprises determining the noise power after prefiltering by estimating a noise covariance matrix, after which input signals of the channel equalizer are weighted by weighting coefficients obtained from the noise covariance estimation.

The invention relates to apparatus, methods and computer program code for equalisation. A soft-in-soft-out (SISO) equaliser for use in a receiver for receiving data from a transmitter configured to transmit data from a plurality of transmit antennas simultaneously is described. The equaliser comprises at least one received signal input for inputting a received signal; a plurality of likelihood value inputs, one for each transmit antenna, for inputting a plurality of decoded signal likelihood values from a SISO decoder; a processor configured to determine from said plurality of signal likelihood values an estimated mean and covariance value for a signal from each of said transmit antennas; an expected signal determiner coupled to said processor to determine an expected received signal value using said mean values; a subtractor coupled to said received signal input to subtract said expected received signal value from said received signal to provide a compensated signal; a filter coupled to said subtractor to filter said compensated signal to provide a plurality of estimated transmitted signal values, one for each said transmit antenna; a filter coefficient determiner coupled to said processor to determine coefficients of said filter using said covariance values; and an output stage coupled to said filter to output a plurality of transmitted signal likelihood values, one for each said transmit antenna, for input to said SISO decoder.

A Dynamic Digital Pre-Distortion (DDPD) system is disclosed to rapidly correct power amplifier (PA) non-linearity and memory effects. To perform pre-distortion, a DDPD engine predistorts an input signal in order to cancel PA nonlinearities as the signal is amplified by the PA. The DDPD engine is implemented as a composite of one linear filter and N-1 high order term linear filters. The bank of linear filters have programmable complex coefficients. To compute the coefficients, samples from the transmit path and a feedback path are captured, and covariance matrices A and B are computed using optimized hardware. After the covariance matrices are computed, Gaussian elimination processing may be employed to compute the coefficients. Mathematical and hardware optimizations may be employed to simplify and reduce the number of multiplication operands and other operations, which can enable the DDPD system to fit within a single chip.

The present invention comprises methods for increasing the rank of the routing matrix of an IP network by systematically altering link weights in the IP network. A full rank routing matrix may be used with further methods in accordance with the present invention to estimate the mean traffic of the IP network based upon the full rank routing matrix and measured link utilization values. The mean traffic and the covariance of the traffic may be iteratively estimated until the estimates coverage. Example methods in accordance with the present invention for estimating mean traffic and covariance of traffic are described for both stationary and non-stationary link utilization data.

A portfolio of entertainment project such that the risk and return available to investors is attractive compared to other investments. Risk and return for a portfolio of entertainment projects is predicted based on historical performance of past “similar” projects. In one implementation, characteristics that are predictive of a project's revenue are determined by performing a cluster analysis of historical revenues from past projects. Projects in the portfolio are classified into various segments based on these predictive characteristics. Projects are selected to contruct a portfolio. The risk and return for the portfolio is calculated according to a risk-return model that is based on historical risk and revenues for past projects in the same segment and further based on historical covariance of revenue for past projects in different segments.

The invention discloses an online lithium ion battery SOC estimation method based on extended Kalman filter, belongs to the technical field of SOC prediction of a lithium ion battery, and aims to solve the problem that the reliability of the online estimation of a conventional lithium ion battery SOC is low due to influence of initial value selection. The method comprises the steps as follows: a voltage and current relation of a first-order RC (resistance/capacitance) equivalent circuit of a detected lithium ion battery and a voltage and current relation of a second-order RC equivalent circuit are established firstly; a charge-discharge experiment is performed on the detected lithium ion battery to establish a polynomial fitting function of a Kalman filter initial value SOC 0 of the detected lithium ion battery; a covariance P (0) of the Kalman filter initial value SOC 0 and a Kalman filter initial error of the detected lithium ion battery is obtained; and then, battery SOC estimation based on extended Kalman filter is performed, so that the online estimation of the lithium ion battery SOC is realized. The method is used for online estimation of the lithium ion battery SOC.

Apparatus and a method utilizing correlation interferometer direction finding for determining the azimuth and elevation to an aircraft at long range and flying at low altitudes above water with a transmitting radar while resolving multipath signals. The signals from the radar are received both directly and reflected from the surface of the water using horizontally polarized and vertically polarized antenna arrays, are digitized and are stored in separate covariant matrices. Eigenvalues for the eigenvectors of the matrices processed on signal samples recorded on horizontally polarized X arrays are compared to the eigenvalues for the eigenvectors of the covariance matrices processed on signal samples recorded on vertically polarized X arrays. Incident field polarization is associated with the antenna array measurements that yield the strongest eigenvalue. The eigenvector and eigenvalues for the strongest signal are selected and used for subsequent signal processing. An initial global search assuming mirror sea-state reflection conditions using the signal eigenvector having the strongest eigenvalue is performed to yield an approximate elevation α and azimuth β to the aircraft. The approximate values are then used as the starting point for a subsequent conjugate gradient search to determine accurate elevation α and azimuth β to the aircraft.

The invention relates to an autonomous integrated navigation system which belongs to the technical field of navigation systems. The SINS (Strapdown Inertial Navigation System)/SAR (Synthetic Aperture Radar)/CNS (Celestial Navigation System) integrated navigation system takes SINS as a main navigation system and SAR and CNS as aided navigation systems and is established by the following steps: firstly, designing SINS/SAR and SINS/CNS navigation sub-filters, calculating to obtain two groups of local optimal estimation values and local optimal error covariance matrixes of the integrated navigation system state, then transmitting the two groups of local optimal estimation values into a main filter by a federal filter technology for fusion to obtain an overall optimal estimation value and an overall optimal error covariance matrix, and finally, performing real-time correction on the error according to the overall optimal estimation value so as to obtain an optimal estimation fusion algorithm of the SINS/SAR/CNS integrated navigation system. The autonomous integrated navigation system, disclosed by the invention, is less in calculation amount and high in reliability, is applicable to aircrafts in near space, aircrafts flying back and forth in the aerospace, aircrafts for carrying ballistic missiles, orbit spacecrafts and the like, and has wide application prospect.

Disclosed is a method for minimizing feedback overhead in a multi-input multi-output (MIMO) communication method using multiple transmission and reception antennas. In particular, a method for minimizing feedback overhead in a multi-input multi-output (MIMO) communication system by using spatial channel covariance, as explicit channel status information (CSI) feedback method is disclosed.

The invention provides an integrated navigation method and equipment based on multisource information fusion. The method comprises the following steps: obtaining multisource navigation information, namely obtaining navigation related information from one or more of a global satellite navigation system GNSS, an inertial navigation system INS, a multimode region difference augmentation system MLDAS, a pressure altimeter and timekeeping equipment, which are arranged on an aircraft; performing fusion treatment on multisource information by using a federal wave filter, wherein the federal wave filter comprises a main wave filter and a plurality of local wave filters connected with the main wave filter, and each kind of the multisource navigation information and a reference signal are jointly input to one local wave filter; triggering the local wave filters to respectively calculate local estimation values and error covariance matrixes; triggering the main wave filter to perform wave filtering on the reference signal, and performing optimal infusion on the wave filtering results of the reference signal according to output results of the local wave filters and the local wave filters, so as to obtain a global optimum estimation value. Therefore, the availability and the integrity of on-board navigation equipment are improved.

A method is provided for tracking a non-rigid object in a sequence of frames of a video. Features of an object are extracted from the video. The features include locations of pixels and properties of the pixels. The features are used to construct a covariance matrix. The covariance matrix is used as a descriptor of the object for tracking purposes. Object deformations and appearance changes are managed with an update mechanism that is based on Lie algebra averaging.