“…We denote by Σ e,blue = E{e blue e * blue } the covariance matrix of e blue , then Σ e,blue = H * Σ −1 z H −1 . Note that the BLUE can also be used as a refinement tool after compressed sensing (CS) recovery as demonstrated in [8,9,17,18]. of the inverse moments of one sided correlated Gram matrix as follows…”