Signal Processing, Spectral Analysis, Ante, Linear Algebra, Eigenvectors.
independent and wide-sense stationary [10][1][8]. If we recall that our observed data model from (7) is: x(t) = As + ϵ(t) (Equation 7) Than the M x M Hermitian covariance matrix of our data can be described as [1][18]: Equation 23 Where P is the (K x K) covariance matrix between the sources (K<