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Orbital position vector, orbital velocity vector, other orbital elements. In astrodynamics and celestial dynamics, the orbital state vectors (sometimes state vectors) of an orbit are Cartesian vectors of position and velocity that together with their time () uniquely determine the trajectory of the orbiting body in space.
A non-trivial way to mix the latent functions is by convolving a base process with a smoothing kernel. If the base process is a Gaussian process, the convolved process is Gaussian as well. We can therefore exploit convolutions to construct covariance functions. [20] This method of producing non-separable kernels is known as process convolution.
Throughout this article, boldfaced unsubscripted and are used to refer to random vectors, and Roman subscripted and are used to refer to scalar random variables.. If the entries in the column vector = (,, …,) are random variables, each with finite variance and expected value, then the covariance matrix is the matrix whose (,) entry is the covariance [1]: 177 ...
A vector's components change scale inversely to changes in scale to the reference axes, and consequently a vector is called a contravariant tensor. A vector, which is an example of a contravariant tensor, has components that transform inversely to the transformation of the reference axes, (with example transformations including rotation and ...
The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in R p×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]
Formally, a multivariate random variable is a column vector = (, …,) (or its transpose, which is a row vector) whose components are random variables on the probability space (,,), where is the sample space, is the sigma-algebra (the collection of all events), and is the probability measure (a function returning each event's probability).
The covariance matrix of an random vector is an matrix whose (,) th element is the covariance between the i th and the j th random variables. [ 2 ] : p.372 Unlike in the case of real random variables, the covariance between two random variables involves the complex conjugate of one of the two.
In probability theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal separation. For a random field or stochastic process Z ( x ) on a domain D , a covariance function C ( x , y ) gives the covariance of the values of the random field at the two ...