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An approximate solution to the simultaneous diagonalization of two covariance kernels: Applications to second-order stochastic processes

Jesús Navarro-Moreno, Juan Carlos Ruiz-Molina, Antonia Oya. An approximate solution to the simultaneous diagonalization of two covariance kernels: Applications to second-order stochastic processes. IEEE Transactions on Information Theory, 47(6):2649-2659, 2001.

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