>> H

H =

    80    80
    50    50

>> Rxx

Rxx =

    0.5000         0
         0    0.5000

>> [Rwcn,bsum]=wcnoise(Rxx,H,1)

Rwcn =

    1.0000    0.6250
    0.6250    1.0000


bsum =

    6.3220

>> D=inv(Rwcn)-inv(H*Rxx*H'+Rwcn)

D =

    0.9998    0.0000
    0.0000    0.0000

>> [Q,R]=qr(J2*Htilde'*J2)

Q =

   -0.7071   -0.7071
   -0.7071    0.7071


R =

   -0.0002 -113.1369
         0   -0.0000

>> Q=J2*Q*J2

Q =

    0.7071   -0.7071
   -0.7071   -0.7071

>> R=(J2*R*J2)'

R =

   -0.0000 -113.1369
         0   -0.0002

>> R*Q-Htilde

ans =

  1.0e-013 *

         0   -0.1421
         0         0

>> Rxxrot=Q'*Rxx*Q

Rxxrot =

    0.5000         0
         0    0.5000

>> U=(J2*chol(J2*Rxxrot*J2)*J2)'

U =

    0.7071         0
         0    0.7071

>> L=chol(Rxxrot)

L =

    0.7071         0
         0    0.7071

>> dA=L(1,1)

dA =

    0.7071

>> G=eye(2)

G =

     1     0
     0     1

>> d=D(1,1)

d =

    0.9998

>> r=R(1,2)

r =

 -113.1369

>> S0=(dA^2*r^2)/d

S0 =

  6.4010e+003

>> 0.5*log2(S0)

ans =

    6.3220

>> A=Q*dA*J2*G

A =

   -0.5000    0.5000
   -0.5000   -0.5000

>> Rf=A'*H'*inv(Rwcn)*H*A

Rf =

  1.0e+003 *

    6.4000    0.0000
    0.0000    0.0000

>> Rbinv=Rf+eye(2)

Rbinv =

  1.0e+003 *

    6.4010    0.0000
    0.0000    0.0010

>> Gbar=chol(Rbinv)

Gbar =

   80.0062    0.0000
         0    1.0000

>> inv(diag(diag(Gbar)))*Gbar

ans =

    1.0000    0.0000
         0    1.0000

>> S0

S0 =

  6.4010e+003

>> diag(diag(Gbar))*diag(diag(Gbar))

ans =

  1.0e+003 *

    6.4010         0
         0    0.0010

>> S0=diag(diag(Gbar))*diag(diag(Gbar))

S0 =

  1.0e+003 *

    6.4010         0
         0    0.0010


>> 0.5*log2(S0)

ans =

    6.3220      -Inf
      -Inf         0

>> W=inv(S0)*inv(G')*A'*H'*inv(Rwcn)

W =

   -0.0125   -0.0000
   -0.0000   -0.0000

>> Wunb=(S0(1,1))/(S0(1,1)-1)*W(1,1)

Wunb =

   -0.0125

>> A

A =

   -0.5000    0.5000
   -0.5000   -0.5000