Re: Covariance matrix
Thanks for your answer...So in this case i have to take few (lets say measurements) for each sensor and then generate this matrix (N x K) where N is is the number os sensors in the array and K is the response of each sensor at different snap shots...am i right....?
Based on above, i will have input matrix from all of the sensors (N x K)...what is the correlation matrix now ...? is it N x 1? or it should be N x N?
may be u take look to this paper..it is almost the same what i plan to do...
**broken link removed**
i missed here that if i want to have the inverse of the correlation matrix, the correlation matrix should be square....so and based of what you explained above if the generated correlation matrix is N x1==> there would be no inverse...
Thanks