covariance matrix estimation

This material is associated with the PhD Thesis of Javier Olias (which is supervised by Sergio Cruces) and the article: 

“EEG Signal Processing in MI-BCI Applications with Improved Covariance Matrix Estimators” 
by J.Olias, R. Martin-Clemente, M.A. Sarmiento-Vega and S. Cruces, 

which was accepted in 2019 by IEEE Transactions on Neural Systems and Rehabilitation Engineering.