Recent content by EmmaSaunders1

such as?

Hi can someone please clarify info regarding the application and validity of the Dickey Fuller test. If I perform the test using a sine wave would I be required to somehow take into account the seasonality. From my understanding a sine wave is non stationary, using the MATLAB command below I...

HI All, Would someone be-able to clarify the key differences between the kalman filter (including smoothing) and Viterbi algorithm when modelling a dynamic hidden Markov chain from a results point of view. I understand that the Viterbi algorithm will give the MAP estimate of hidden state...

For anyone who is interested - the last term + \int x'xP(x|y)dx-\left \| \int xP(x|y)dx \right \|^2 is necessary to account for the difference between E(x^2) and [E(x)]^2. When Z = E[x|Y=y] the term E({\left | \left | X-z \right | \right |}^2|Y=y) Is a minimum and reduces to...

Shouldnt the term just be zero - I can't understand it's presence - are there any conditions in which it is not zero??

Hello, Would anyone be-able to recommend a good, easy to read article which outlines MMSE and its derivation. Specifically I am having trouble finding this term + \int x'xP(x|y)dx-\left \| \int xP(x|y)dx \right \|^2 from E({\left | \left | X-z \right | \right |}^2|Y=y)...

Hi Thanks for your help: I have managed to obtain the desired result - it was simply grouping the matrix multiplication into two parts separated by the X sign in the first attachment to make the multiplication easier. Would you however please be able to clarify - during the expansion I...

Hello Thanks very much for your help. I have multiplied out the problem and looked for symmetry as you suggested. I do however have an extra term in comparison to the final solution; Would you possibly be-able to take a look at the attatched - perhaps I am missing something - is there...

Thats great thanks for that

Hello I am having trouble deriving using block matrix notation the conditional pdf of two joint Gaussian vectors: I assume that it just involves some re-arranging of eq 1 (attatched) but am unsure if taking the inverse of the resultant matrix in eq 1 is valid and if the order of...

Hello, If I have block matrices A,B,C and D all of which are non singular would this relationship hold; my main concern is preserving order of matrix multiplication: if ADB=C then AD=B^-1C D=B^-1CA^-1 D^-1 = (BC^-1A) Also is it okay to assume the inverse of a block...

Hello, if B is a positive semi definite matrix, how can you complete the square around B from x'Bx + x'Cy + y'C'x, where C is also a matrix. The answer is (x+B^-1Cy)'B(x+B^-1Cy) + y'C'B^-1Cy I have not come across completing the square using matrix notation before - thoughts...

Thats great - I really appreciate your help!

Sorry that's correct that b!=0 using for any square matrix K with determinant != 0, the equation Kx = y has a unique solution - is fine. Im almost understand where your heading with this - would you please however clarify two steps; you say KTb = 0 is not unique, since KT0 = 0 also...

Hi, if vector b * matrix K = 0 (bK=o) what methods can one use to show that the determinant of K is therefore also zero, without using eigenvalues. I have a feeling I am over complicating this. Knd regards Emma