Signal Processing, Spectral Analysis, Ante, Linear Algebra, Eigenvectors.
the eigenvalues of the noise matrix. This allows us to write equation (23) as: Equation 29 In addition, the M eigenvectors of must also satisfy: Equation 30 Using this fact along with (29), we have: Equation 31 So that: Equation 32 From the eigendecomposition of our data (i.e., equation (26)), we