噪声协方差矩阵的物理意义
时间: 2023-10-16 17:04:14 浏览: 328
噪声协方差矩阵的物理意义是描述噪声在不同维度上的相关性和聚散程度。在高斯分布中,噪声协方差矩阵反映了噪声的概率分布的确定性。具体来说,噪声协方差矩阵可以用来分析不同维度之间的相关关系和噪声在进行线性变换后概率分布的变化。通过观察噪声协方差矩阵的具体形式,可以定性地分析噪声在各个维度上的相关性和聚散程度,从而对数据的特征有更深入的理解。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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