function Wf=CII_beta3_complejo(Wf,y,eta) I=eye(length(y(:,1))); T=length(y(1,:)); y_=conj(y); C11=y*y_.'/T; C13=(y*(y_.*y.*y_).'-2*(y*y_.')*diag(mean((y.*y_).'))-(y*y.')*diag(mean((y_.*y).')))/T; S3=sign(real(diag(diag(C13)))); % ERICA if 1 Delta=(C13*S3-I); mu=min([eta/(1+eta*norm(Delta+I,1)),2*eta/(1+3*eta)]); Wf=(I-mu*Delta)*Wf; %Wf=inv(I+mu*Delta)*Wf; end % Alternative implementation: CEASI if 0 eta1=.1; Delta=(C11-I)+1/2*(C13*S3-(C13_S3)'); mux=eta1/(1+eta1*norm(Delta+I,1)); mu1=mux; mu2=min([mux,eta/max(abs(diag(C13)))]); Wf=(I-mu1*(C11-I)-mu2/2*(C13*S3-(C13*S3)'))*Wf; end