@jasonRF, thanks a bunch for the help you've provided so far, as well as the links. They've been very informative. I've never used Lagrangian multipliers or Wirtinger calculus before, so I'm slowly learning it.
However, I'm still sort of confused how to apply these techniques to the matrix...
Hey all, I'm trying to understand the Capon Method for some reading into MIMO radar [1] and went to the original source [2] trying to wrap my head around the linear algebra involved. From [2], the Capon method is derived in Section 5.4.1, which refers to Result R35 in Appendix A. It is about...