Construct the Gram-Schmidt orthogonalization procedure starting with e(N ) = y(N ) rather than e(1) = y(1) (a) Determine the transformation matrix L∗, how does it then differ from L previously? (b)...

Construct the Gram-Schmidt orthogonalization procedure starting with e(N ) = y(N ) rather than e(1) = y(1)

(a) Determine the transformation matrix L∗, how does it then differ from L previously?

(b) Construct the covariance equivalence transformation. How does it differ?