Ò
SENCORP
Ó
Recipe
1.
Smooth
P
b
=
P
1
b
2.
Element-wise
cube of
P
1
b
=
P
2
b
3.
Normalized
matrix product of
P
2
b
with itself =
P
3
b
4.
Use element-
wise square of
P
3
b
to compute
K
.
HereÕs a recipe for how their adaptive scheme works.
True covariance shown if top right (temporal separation, two peaks)
1)
Spatially smooth
2)
cube
3) Matrix product
