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Diffstat (limited to 'notes/extensions.tex')
| -rw-r--r-- | notes/extensions.tex | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/notes/extensions.tex b/notes/extensions.tex index 0b48f83..ef73bf4 100644 --- a/notes/extensions.tex +++ b/notes/extensions.tex @@ -27,6 +27,6 @@ the model runs indefinitely until time $T$, a hyperparameter of the model. Therefore, $\mathbb{E}[X_{n+1} | X_n] = A^T X_n$ and $\mathcal{G} = \sum_i A^i \mathbb{E}[X_0 X_0^T] (A^T)^i$. In the case of the single-source model, $\mathbb{E}[X_0X_0^T] = \frac{1}{m} I_m$ and it follows that $$\mathcal{G} = -\frac{1}{m} \sum_{i=1}^T (A A^T)^i$$ +\frac{1}{m} \sum_{i=1}^T A^i (A^T)^i$$ \end{document} |