Covariance Estimator

R2026b

Covariance estimation

Since R2026b

• 

Covariance Estimator block

To add a block to a model, double-click the canvas and start typing the block name. Then, select the block from the list.

Libraries:
Phased Array System Toolbox / Detection

Description

Ports

Input

XADD — Input snapshot

Q_add-by-N complex-valued matrix

Input snapshot, specified as a Q_add-by-N complex-valued matrix. Each of the Q_add rows represents a single snapshot and each snapshot is an N-dimensional vector. N must be fixed.

Data Types: single | double
Complex Number Support: Yes

XREM — Snapshots to be removed

Q_rem-by-N complex-valued matrix

Snapshots to be removed, specified as a Q_rem-by-N complex-valued matrix. Each row of Q_rem represents a single snapshot. Each snapshot is an N-dimensional vector.

Dependencies

To enable this port, set the Estimation mode to Update and downdate.

Data Types: single | double
Complex Number Support: Yes

EPSILON — Diagonal loading factor

0 | nonnegative scalar

Diagonal loading factor, specified as a nonnegative scalar.

Dependencies

To enable this port, set the Diagonal loading parameter or method property to "Input port".

Output

R — Estimated covariance matrix

N-by-N Hermitian matrix

Estimated covariance matrix, output as an N-by-N Hermitian matrix.

Data Types: single | double
Complex Number Support: Yes

Parameters

To edit block parameters interactively, use the Property Inspector. From the Simulink^® Toolstrip, on the Simulation tab, in the Prepare gallery, select Property Inspector.

Covariance estimation method — Covariance matrix estimation method

"SCM" (default) | "NSCM"

Method used to estimate the covariance matrix, specified as "SCM" or "NSCM".

• Use "SCM" to specify the sample covariance matrix.

• Use "NSCM" to specify the normalized sample covariance matrix.

Example: "NSCM"

Data Types: char | string

Diagonal loading parameter or method — Diagonal loading parameter or method

0 (default) | nonnegative scalar | "Input port" | "Shrinkage"

Specify the diagonal loading applied to the covariance matrix to improve numeric stability and robustness. Specify the value as a nonnegative scalar, "Input port", or "Shrinkage".

• Setting the DiagonalLoading property to a nonnegative scalar adds its value to the diagonal elements of the covariance matrix.

• Setting the DiagonalLoading property to "Input port" uses the input argument epsilon to set the diagonal loading property.

• Setting the DiagonalLoading property to "Shrinkage" uses a shrinkage-based method to set the diagonal loading property.

Example: DiagonalLoading="Shrinkage"

Data Types: single | double | char | string

Estimation mode — Estimation mode

"Batch" (default) | "Update" | "Update and downdate"

Estimation mode used to create or modify the covariance matrix, specified as "Batch", "Update", or "Update and downdate".

• Set this parameter to "Batch" to estimate the covariance matrix solely from current data snapshots xadd.

• Set this parameter to "Update" to update the existing covariance matrix from current data snapshots, xadd, and the previous stored covariance matrix.

• Set this parameter to "Update and downdate" to update the existing covariance matrix from current data snapshots, xadd, and remove any contributions of the snapshots in xrem.

Example: Mode="Update and downdate"

Data Types: char | string

Simulate using — Block simulation method

Interpreted Execution (default) | Code Generation

Block simulation, specified as Interpreted Execution or Code Generation. If you want your block to use the MATLAB^® interpreter, choose Interpreted Execution. If you want your block to run as compiled code, choose Code Generation. Compiled code requires time to compile but usually runs faster.

Interpreted execution is useful when you are developing and tuning a model. The block runs the underlying System object™ in MATLAB. You can change and execute your model quickly. When you are satisfied with your results, you can then run the block using Code Generation. Long simulations run faster with generated code than in interpreted execution. You can run repeated executions without recompiling, but if you change any block parameters, then the block automatically recompiles before execution.

This table shows how the Simulate using parameter affects the overall simulation behavior.

When the Simulink model is in Accelerator mode, the block mode specified using Simulate using overrides the simulation mode.

Acceleration Modes

Block Simulation	Simulation Behavior
	Normal	Accelerator	Rapid Accelerator
Interpreted Execution	The block executes using the MATLAB interpreter.	The block executes using the MATLAB interpreter.	Creates a standalone executable from the model.
Code Generation	The block is compiled.	All blocks in the model are compiled.

For more information, see Choosing a Simulation Mode (Simulink).

Programmatic Use

Block Parameter: SimulateUsing

Type: enum

Values: Interpreted Execution, Code Generation

Default: Interpreted Execution

Version History

Introduced in R2026b