>> H=[ 1 .5 .3 0 1 .5 .3 .6 1] H = 1.0000 0.5000 0.3000 0 1.0000 0.5000 0.3000 0.6000 1.0000 >> Rxx=[1 .8 .64 .8 1 .8 .64 .8 1] Rxx = 1.0000 0.8000 0.6400 0.8000 1.0000 0.8000 0.6400 0.8000 1.0000 >> [Rwcn,bmax]=wcnoise(Rxx,H,1) Rwcn = 1.0000 0.3871 0.4898 0.3871 1.0000 0.6541 0.4898 0.6541 1.0000 bmax = 1.4336 >> D=inv(Rwcn)-inv(H*Rxx*H'+Rwcn) D = 0.4847 0.0000 0.0000 0.0000 0.1985 0.0000 0.0000 0.0000 0.4675 >> Htilde=inv(Rwcn)*H Htilde = 1.1643 0.1798 -0.2285 -0.4787 1.0409 -0.2427 0.0428 -0.1690 1.2707 >> J3=hankel([0 0 1]) J3 = 0 0 1 0 1 0 1 0 0 >> [Q,R]=qr(J3*Htilde'*J3) Q = -0.9907 -0.1334 0.0257 0.1317 -0.8967 0.4226 -0.0334 0.4221 0.9059 R = -1.2826 0.3936 0.2112 0 -1.1030 0.3607 0 0 1.1250 >> Q=(J3*Q*J3)' Q = 0.9059 0.4226 0.0257 0.4221 -0.8967 -0.1334 -0.0334 0.1317 -0.9907 >> R=(J3*R*J3)' R = 1.1250 0.3607 0.2112 0 -1.1030 0.3936 0 0 -1.2826 >> Rxxrot=Q'*Rxx*Q Rxxrot = 1.5506 -0.3714 -0.9940 -0.3714 0.2759 0.3673 -0.9940 0.3673 1.1735 >> U=(J3*chol(J3*Rxxrot*J3)*J3)' U = 0.8283 -0.1503 -0.9176 0 0.4012 0.3390 0 0 1.0833 >> DA=diag(diag(R*U)) DA = 0.9318 0 0 0 -0.4426 0 0 0 -1.3894 >> G=inv(DA)*R*U G = 1.0000 -0.0261 -0.7310 0 1.0000 -0.1184 0 0 1.0000 >> A=Q*inv(R)*DA*G A = 0.7504 0.0334 -0.6602 0.3496 -0.4232 -0.8359 -0.0276 0.0579 -0.9979 >> Rxx-A*A' ans = 1.0e-015 * -0.2220 0 0 0 0.4441 0.5551 0 0.5551 0 >> S0=DA*inv(D)*DA S0 = 1.7913 0.0000 0.0000 0.0000 0.9865 -0.0000 0.0000 -0.0000 4.1295 >> W=inv(S0-eye(3))*DA W = 1.1776 -0.0001 0.0000 0.0002 32.6779 0.0007 -0.0000 0.0002 -0.4440 >> Gunb=eye(3)+S0*inv(S0-eye(3))*(G-eye(3)) Gunb = 1.0000 -0.0592 -1.6549 0 1.0000 8.6229 0 0.0000 1.0001