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I would suggest to stick closer to the MEM notation and to use the standard notion of a noise covariance matrix. This is often denoted by \Lambda. The parameterisation of \Lambda could be done in the same way as for D.
The text was updated successfully, but these errors were encountered:
I would suggest to stick closer to the MEM notation and to use the standard notion of a noise covariance matrix. This is often denoted by \Lambda. The parameterisation of \Lambda could be done in the same way as for D.
The text was updated successfully, but these errors were encountered: