By L. Morales
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Additional resources for Adaptive Filtering
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This assumption is referred to as the separation principle in . 4, and using (4), we can rewrite (10) as uE e , e uEq e , e 1Tr Q (11) where u E u u Eg u , 2 2 g u . q e, e f e, e Lemma 1 If e is complex-valued, and e , e and q e , e are defined by (12), then e , e 2 Re ea f e , e , 2 1 f e v , v 2 2 e , e v , v 2 Re f e 1 v , v , v , v 0, (12) 4 2 1 q e , e v , v f e v , v 2 2 Re f v , v f e, e v , v 2 .