Assuming a topelitz matrix H = [h1 h2 h3 0 0 0 with dimension N*(N+L-1)
0 h1 h2 h3 0 0
0 0 h1 h2 h3]
Its autocorrelation matrix is R = H*H' + aI. How to calculate the maximum
value of the diagonal entry of matrix H'inv(R)H.
If H is extened to H1 = [ h1 h2 h3 0 0 0 0
0 h1 h2 h3 0 0 0
0 0 h1 h2 h3 0 0
0 0 0 h1 h2 h3 ] with dimension (N+1)*(N+L). I
find t
