Estimation of prediction error matrix
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i have error matrix er(:,:,n)=[I -w]*y, y is rxd signal,w tap weight . i want to find estimation of error matrix Ree=E[er*er'] i finding that by Ree=Ree+(er(:,:,n)*er(:,:,n)')/N, n=1:N is it right? i'm getting teoplitzs matrix,but rank is not coming one ,nor the ratio of min/max eig is in the range 0.05 . Pls tell me how to find estimation of product of vector and it;s hermition?
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