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with the matrix defined as (38).
where is the autocorrelation matrix defined as (B2).
where where is a selection matrix defined as (46).
Let denote the node distance matrix defined as.
here H is the covariance matrix defined as (3).
Let A be the matrix defined as in (2).
Let be an unitary Vandermonde matrix defined as in [13].
where is the IFFT matrix defined as (4).
An approximation of the statistical covariance matrix is the sample covariance matrix defined as (19).
where x = HHy and G is the Hermitian matrix defined as G = HHH.
They can be seen as the entries of the OLTF matrix defined as follows: (55).
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com