CSP空间滤波器
W
T
C
1
W
=
d
i
a
g
1
W
T
C
2
W
=
d
i
a
g
2
W
T
(
C
1
+
C
2
)
W
=
I
W
=
P
T
U
,
P
白化矩阵
U
T
P
(
C
1
+
C
2
)
P
T
U
=
U
T
(
S
1
+
S
2
)
U
=
U
T
U
=
I
\begin{align} W^TC_1W = &diag_1\\ W^TC_2W = &diag_2\\ W^T(C_1 + C_2)W = &I\\ W = &P^TU,P白化矩阵\\ U^TP(C_1+C_2)P^TU =& U^T(S_1+S_2)U\\ =&U^TU\\ =&I \end{align}
WTC1W=WTC2W=WT(C1+C2)W=W=UTP(C1+C2)PTU===diag1diag2IPTU,P白化矩阵UT(S1+S2)UUTUI
X
T
W
,
X
∈
R
N
c
×
N
t
,
W
∈
R
N
c
×
N
c
,
W
=
[
w
1
,
w
2
,
.
.
.
w
n
]
X^TW, X\in\R^{N_c \times N_t}, W\in\R^{N_c \times N_c}, W = [w_1,w_2,...w_n]
XTW,X∈RNc×Nt,W∈RNc×Nc,W=[w1,w2,...wn],
X
T
W
X^TW
XTW是对
X
X
X通道维度的加权（权重是
w
i
w_i
wi），还是
w
i
w_i
wi在
X
T
X^T
XT的作用下由
R
N
c
\R^{N_c}
RNc映射到
R
N
t
\R^{N_t}
RNt
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