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Related to Transposed matrix: identity matrix, Inverse matrix
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where [[PSI].sup.H] denotes transposed matrix of [PSI], [X.sup.(i).sub.n] (n = 1, 2, ..., [N.sub.r]) is sparse representation of [P.sup.(i)] in [PSI] domain with size [N.sub.a] x 1, and has K strongest nonzero coefficients with K [much less than] [N.sub.a] where K denotes the number of targets in azimuth direction.
For the above-mentioned Ito diffusion type process [xi](t) the derivatives [D.sup.P] [xi](t) and [D.sup.P.sub.2] [xi](t) exist and take the form [D.sup.P] [xi](t) = a(t) and [D.sup.P.sub.2] [xi](t) = A(t)[A.sup.*](t) where [A.sup.*](t) is the transposed matrix to A(t).
Operator M: the function M(a) is defined as M(a) = [A.sup.T]a where [A.sup.T] is the transposed matrix A.