AutocorrelationAutocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies.
Covariance matrixIn probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector. Any covariance matrix is symmetric and positive semi-definite and its main diagonal contains variances (i.e., the covariance of each element with itself). Intuitively, the covariance matrix generalizes the notion of variance to multiple dimensions.
Real-time computingReal-time computing (RTC) is the computer science term for hardware and software systems subject to a "real-time constraint", for example from event to system response. Real-time programs must guarantee response within specified time constraints, often referred to as "deadlines". Real-time responses are often understood to be in the order of milliseconds, and sometimes microseconds. A system not specified as operating in real time cannot usually guarantee a response within any timeframe, although typical or expected response times may be given.
Ordinary least squaresIn statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values of the variable being observed) in the input dataset and the output of the (linear) function of the independent variable.
Partial correlationIn probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed. When determining the numerical relationship between two variables of interest, using their correlation coefficient will give misleading results if there is another confounding variable that is numerically related to both variables of interest. This misleading information can be avoided by controlling for the confounding variable, which is done by computing the partial correlation coefficient.
Quantum channelIn quantum information theory, a quantum channel is a communication channel which can transmit quantum information, as well as classical information. An example of quantum information is the state of a qubit. An example of classical information is a text document transmitted over the Internet. More formally, quantum channels are completely positive (CP) trace-preserving maps between spaces of operators. In other words, a quantum channel is just a quantum operation viewed not merely as the reduced dynamics of a system but as a pipeline intended to carry quantum information.
Real-time operating systemA real-time operating system (RTOS) is an operating system (OS) for real-time computing applications that processes data and events that have critically defined time constraints. An RTOS is distinct from a time-sharing operating system, such as Unix, which manages the sharing of system resources with a scheduler, data buffers, or fixed task prioritization in a multitasking or multiprogramming environment. Processing time requirements need to be fully understood and bound rather than just kept as a minimum.
Minimum mean square errorIn statistics and signal processing, a minimum mean square error (MMSE) estimator is an estimation method which minimizes the mean square error (MSE), which is a common measure of estimator quality, of the fitted values of a dependent variable. In the Bayesian setting, the term MMSE more specifically refers to estimation with quadratic loss function. In such case, the MMSE estimator is given by the posterior mean of the parameter to be estimated.
Measurement in quantum mechanicsIn quantum physics, a measurement is the testing or manipulation of a physical system to yield a numerical result. A fundamental feature of quantum theory is that the predictions it makes are probabilistic. The procedure for finding a probability involves combining a quantum state, which mathematically describes a quantum system, with a mathematical representation of the measurement to be performed on that system. The formula for this calculation is known as the Born rule.
Factor analysisFactor analysis is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved variables called factors. For example, it is possible that variations in six observed variables mainly reflect the variations in two unobserved (underlying) variables. Factor analysis searches for such joint variations in response to unobserved latent variables.
