“…It is necessary to upgrade U0 with each new sample for which no flaw signal issuspected. If we know, for a given instant T, U,, ( ) and A,(&), and if E(&+,) is a sample of at instant we can compute U,( T,,.,) with the following algorithm : 1) compute B matrix such :2) compute the rotation matrix R that diagonalize B3) upgrade basis and eigen values :The matrix B being symmetric, we can use a fast diagonalization algorithm, such as Jacobi's algorithm.It is preferable to work with a f h t e horizon, either with a moving window, of fixed length N, and we have -. either with an div a mP* ' to test the variableexponential loosing factor a < 1 : &k and, as soon we have acquired enough samples so << 1, we have to test the variable…”