[Eeglablist] A theoretical problem regarding Common Spatial Patterns

[Seyed Mohammad Reza Shahshahni]

Dear all members

I have a non-EEGLAB issue, a theoretical one.

Since the very first paper regarding CSP, everybody has mentioned almost
the same theoretical description of the computation process of CSP's. But I
have a question I have not been able to get answers in none of those papers.

In the process it said that we should make a composite covariance matrix
out of the two covariance matrices related to two different classes.

Is this done just because of what comes next, or is there any other
description for it? I mean are there any explanations for what a composite
covariance matrix shows?

Thanks.
Reza M. Shahshahani
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