About:Sample matrix inversion

Sample matrix inversion (or direct matrix inversion) is an algorithm that estimates weights of an array (adaptive filter) by replacing the correlation matrix with its estimate. Using -dimensional samples , an unbiased estimate of , the correlation matrix of the array signals, may be obtained by means of a simple averaging scheme: where is the conjugate transpose. The expression of the theoretically optimal weights requires the inverse of , and the inverse of the estimates matrix is then used for finding estimated optimal weights.