Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation ...

Abstract: This manuscript introduces the covariance-constrained Kalman filter (CKF), designed to enhance the performance of the traditional Kalman filter (KF) and extended Kalman filter (EKF). The EKF ...

Traditionally, IPL consists in estimating consistent phase differences between all pairs of SAR images in a time series from the sample covariance matrix (SCM) of pixel patches on a sliding window.

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Of course, the difference is negligible when the population is large. However, the author applies the covariance formula to populations as small as N=2, for which the correction factor is significant.

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