Geometric methods for estimation of structured covariances

The Estimation of Structured Covariances for use in Array Beamforming

Almost Sure Convergence Rates for the Estimation of a Covariance Operator for Negatively Associated Samples

Let {Xn, n >= 1} be a strictly stationary sequence of negatively associated random variables, with common continuous and bounded distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1,Xk+1) based on histogram type estimators as well as the estimation of the covariance function of the limit empirical process induced by the se...

Estimation of Concentrations in Chemical Systems at Equilibrium Using Geometric Programming

Geometric programming is a mathematical technique, which has been developed for nonlinear optimization problems. This technique is based on the dual program with linear constraints. Determination of species concentrations in chemical equilibrium conditions is one of its applications in chemistry and chemical engineering fields. In this paper, the principles of geometric programming and its comp...

Least - Squares Approximation of Structured

State covariances of linear systems satisfy certain constraints imposed by the underlying dynamics. These constraints dictate a particular structure of state covariances. However, sample covariances almost always fail to have the required structure. The renewed interest in using state covariances for estimating the power spectra of inputs gives rise to the approximation problem. In this note, t...

Extended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy

Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are...