Blood-Clot
发表于 2025-4-1 05:53:05
How to handle colored noise in large least-squares problems in the presence of data gaps?,ies that a non-diagonal covariance matrix has to be inverted. The problem is reduced to the solution of systems of linear equations with the covariance matrix as equation matrix. Each system is solved using a pre-conditioned conjugate gradient method. An ARMA representation of the colored noise is u