In a wide range of practical problems correlation matrices are formed in such a way that, while symmetry and a unit diagonal are assured, they may lack semidefiniteness. We derive a variety of new upper bounds for the distance from an arbitrary symmetric matrix to the nearest correlation matrix. The bounds are of two main classes: those based on the eigensystem and those based on a modified Cho...

A correlation-based double-directional stochastic channel model for indoor multiple-input multiple-output (MIMO) ultra-wideband (UWB) propagation channels is proposed. The proposed model extends the IEEE 802.15.3a standard model to spatially correlated MIMO channels. Both angular and temporal statistics are taken into account in the modelling procedure. Spatial correlation is introduced into th...

A minimal variance reconstruction scheme is derived using derivatives of the Gaussian as filters. A closed form mixed correlation matrix for reconstructions from multiscale points and their local derivatives up to the second order is presented. With the inverse of this mixed correlation matrix, a reconstruction of the image can be easily calculated. Some interesting results of reconstructions f...

The analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. Variety of methods are used in order to search stock cross-correlations including the Random Matrix Theory (RMT), the Principal Component Analysis (PCA) and the Hierachical ‎Structures.‎ In ‎this work‎, we analyze cross-crrelations between price fluctuations of 20 ‎company ‎stocks‎...