<div dir="ltr">Dear Luca,<div><br></div><div>When you have time, could you comment on this? I've never used it myself.</div><div><br></div><div>Makoto</div></div><div class="gmail_extra"><br><div class="gmail_quote">On Tue, Oct 18, 2016 at 4:09 AM, Vadlamani Samhitha <span dir="ltr"><<a href="mailto:vadlamani.samhitha@gmail.com" target="_blank">vadlamani.samhitha@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Hi list , I am performing CSP on EEG data . I have computed covariance matrices for class 1 and class 2 ( C1 and C2 ) . Now while obtaining filter coefficients , I have been suggested to perform generalized eigenvalue decomposition to get filter coefficients such that <span style="font-size:12.8px">W^T C1 W = D and W^T(C1+C2) W = I</span> .(Identity matrix )<div>So , I have used [W,D]=eig(C1,C1+C2) ; where W is my filter matrix , D is the eigenvalue matrix for C1 . </div><div>after doing so , when I manually try to check if the above two conditions are satisfied , they don't seem so . I have been struggling to find out what went wrong . I would be really grateful if someone could suggest what I am missing here . Thank you in advance .</div></div>
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