Hi Marcel,
you might want to have a look at our recent paper:
http://www.sciencedirect.com/science/article/pii/S1053811914010325
it should give you some materials to understand the noise covariance estimation + whitening steps.
HTH
Alex
Hi Marcel,
you might want to have a look at our recent paper:
http://www.sciencedirect.com/science/article/pii/S1053811914010325
it should give you some materials to understand the noise covariance estimation + whitening steps.
HTH
Alex