... decomposition in the transform domain become obvious. These are (1) reduction of the contribution of the unknown correlation coefficientsρij on the eigenvalues of the signal matrix X, and (2) enhanc-ing ... indicate the presence of the cor-responding basis in the signal and measure its contribution.Equivalently, they evaluate the content of the signal inside the related frequency subband. Best ... On the distribution of the largest latent root of the covariance matrix,” The Annals of Mathematical Statistics,vol. 38, no. 4, pp. 1148–1151, 1967.[29] T. Sugiyama, On the distribution of...