cov1Para: Linear shrinkage towards one-parameter matrix; all the variances are the same, all the covariances are zero. See Ledoit and Wolf (2004b). cov2Para: Linear shrinkage towards two-parameter ...

Abstract: In acoustic array processing, beamforming is a class of algorithms commonly used to estimate the position of a radiating sound source. This paper presents a diagonal unloading (DU) ...

expmv contains two MATLAB functions for computing expm(t*A)*b without explicitly forming expm(t*A), where A is an n-by-n matrix and b is an n-by-1 vector. This is the problem of computing the action ...