*mn*

<sup>1</sup>

1 2 1 2

The spectro-temporal, separable covariance matrix model (Lu and Zimmerman, 2005;

**Σ** is the covariance matrix across time. Now, since

**<sup>X</sup> X M <sup>Ξ</sup> X M**

exp .

*T*

*L*

*vec* **X X s s** corresponds to the vectorized colored

2 1 **ΣΣ Σ** *mmm* (16)

2 1

**Σ <sup>s</sup>** is the covariance matrix across time. Stacking the

~ , *NN NN* **XL 0 s s** *N LL* **<sup>s</sup> Σ Σ** .

**Σ** is the covariance matrix across bands and

12 1 2 2 1 **XL 0 s s** <sup>~</sup> *N LL NN N N* **Σ Σ <sup>s</sup>** (17)

1 2 2 1 **Y Ls ss s** ~ , *N LL L N N* **μΣ Σ** (18)
