“…where E{•} is the expectation operator, represents the data's second order statistics, and is therefore central in the formulation of many broadband array processing problems. This includes for example broadband MIMO systems [1], coding [2], beamforming [3], [4], source separation [5], angle of arrival estimation [6], scene discovery [7], and many others applications. Based on factorisations of its z-transform R(z) = τ R[τ ]z −τ such as the polynomial eigenvalue (EVD) [8]- [10], or singular value decompositions [8], [11], well-known narrowband optimal solutions [12], [13] can be directly extended to the broadband case.…”