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Mathematics
Matrix Operations
Autocorrelation
Autocorrelation matrix of input signal (noise-corrupted signal) x(n), Φxx is [Note: Φd and Φm are autocorrelation matrix of desired signal and noise, respectively]
Φd∗Φm
Φd+Φm
Φd−Φm
Φd/Φm
1 answer
The covariance is pretty fundamental here, Φd∗Φm
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