A

scalar

A

column vector or matrix

A ?

transpose of a vector or a matrix A

A

complex conjugate of a vector or a matrix

A ^H

Hermitian operation (transpose and complex conjugate) on a vector or a matrix

A ^?1

inverse of a matrix

A

Euclidean vector norm

A

magnitude of A

A

largest integer ? A

A

largest integer ? A

estimator or estimate of A

j

imaginary unit, j ² = ?1

E

expectation operator

mod

modulo operator

Prob

probability

Prob _*

probability conditioned on observed data

tanh

hyperbolic tangent

var

variance operation

c _XX (t)

covariance function of a stationary signal X _t

C _XX ( ?)

spectral density of a stationary signal X _t

F

distribution function

h

kernel width or bandwidth

I

identity matrix

I _XX ( ?)

periodogram of an observed stationary signal X _t

k

discrete frequency parameter

K( )

kernel function

n

size of a random sample

( ?, ? ²)

Gaussian distribution with mean ? and variance ? ²

o