In other words, the first k--1 rows of M equal those of the

identity matrix.

Let I be the

identity matrix in R and u = c - [eta]I.

n] reduces to an

identity matrix for n = 0, the output power of the sliding window mode becomes

where I is the

identity matrix of dimension rxr, r is the number of columns of the polynomial matrices A(z) and B(z).

The principle of DL techniques is to add a scaled

identity matrix to the sample correlation matrix to obtain

where I is the N x N

identity matrix, [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII].

where M is the coupling matrix, U a

identity matrix with [[U].

kp] is the

identity matrix of size kp x kp, is a set of blocks [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] = [X[[i.

The only exception to this convenience is the need to expand the

identity matrix as described below.

and [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] is defined as diagonally loaded covariance matrix and is denoted as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], where I is an N x N

identity matrix and [mu] is a real constant representing the diagonal loading value.

k] is an absorbing state, the transition matrix for these states is an

Identity matrix and [[mu].

But the

identity matrix cannot be obtained by any weighted mean matrix.