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In this method, the covariance matrices of different frequency bins are focused by proper transformation matrices and averaged to create a universal matrix.

This approximation is derived for the case that the Least-Squares-Forward (LSF) method (the covariance method) is used for estimating the parameters of the autoregressive (AR) model.

In the standard KF method, the covariance matrix of the state noise and the variance of the measurement noise are assumed to be known.

We have also noticed that, while the existing SZF covariance method is worse than our proposed CGP method, the covariance matrices Q k,o provided by the existing method sometimes provide a better starting point for our CGP than the round-robin initialization.

*Jacobsson et al. 2006 [ 10]; **position as in Chicken genome assembly of May 2006 When detecting QTL by the variance component method, the covariance matrix of the random QTL effect must be estimated as an IBD matrix i.e. a n* n matrix that contains, at a given genomic position, the expected number of alleles IBD between all pairs of individuals in the studied population or pedigree [ 1].

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Subspace method: Estimate the covariance matrix requires ( 2 S − 1 ) JN ( JN + 1 ) 2 + 1 flops.

Figure 16(a) shows the obtained results of the localization using MUSIC method on the covariance matrices.

The proposed method generates the covariance and variance functions of the nodal displacement and velocity, and some other quantities such as element stress and stress resultants.

The second one, which is an off-line method, estimates the covariance matrix of a specific scan, from a specific position by simulating and matching scans around the position.

The principal components extraction method from the covariance matrix with no rotation was used for exploratory factor analyses.

In our study, maximum likelihood estimation method on the covariance matrix was used to estimate the model fit.

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