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Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing

Min Xiang, Shirin Enshaeifar, Alexander E. Stott, Clive Cheong Took, Yili Xia, Sithan Kanna, Danilo P. Mandic. Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing. Signal Processing, 148:193-204, 2018. [doi]

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