Example of a sample covariance matrix of an ERP feature vector for the time points [0.1, 0.15, 0.2, 0.25, 0.3] s with three EEG channels from different head locations: F3 (front left), Cz (center) and O2 (back right). The matrix was calculated on 3896 epochs of a visual ERP paradigm. Black lines delineate the channel-wise (cross-)covariance blocks of the matrix. In order to transform this general covariance matrix into block-Toeplitz form, you average along the block-diagonals, i.e. the blocks sharing the same color border.

Example of a sample covariance matrix of an ERP feature vector for the time points [0.1, 0.15, 0.2, 0.25, 0.3] s with three EEG channels from different head locations: F3 (front left), Cz (center) and O2 (back right). The matrix was calculated on 3896 epochs of a visual ERP paradigm. Black lines delineate the channel-wise (cross-)covariance blocks of the matrix. In order to transform this general covariance matrix into block-Toeplitz form, you average along the block-diagonals, i.e. the blocks sharing the same color border.

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Objective. Covariance matrices of noisy multichannel electroencephalogram time series data provide essential information for the decoding of brain signals using machine learning methods. However, small datasets and high dimensionality make it hard to estimate these matrices. In brain-computer interfaces (BCI) based on event-related potentials and a...

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... the authors corrected for baseline drifts-a frequently used technique for ERP analysis-by subtracting the average value of the baseline interval [−0.2, 0] s from each epoch, and omitted two artifact-prone frontal EEG channels. Note that baseline correction violates the assumption of stationarity, as it distorts the variance in an epoch (Sosulski et al 2021). Similarly, using differently sized time interval averages violates stationarity, as the temporal distances are no longer constant between each time feature. ...
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... the authors corrected for baseline drifts-a frequently used technique for ERP analysis-by subtracting the average value of the baseline interval [−0.2, 0] s from each epoch, and omitted two artifact-prone frontal EEG channels. Note that baseline correction violates the assumption of stationarity, as it distorts the variance in an epoch (Sosulski et al 2021). Similarly, using differently sized time interval averages violates stationarity, as the temporal distances are no longer constant between each time feature. ...

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