“…The covariance matrix D 0 , whose diagonal values are the variances of a i parameters, is defined as where , is the expected value of the residual term. The assumption of Gaussian distributed uncorrelated noise data has been made in numerous studies (8,19,21,23,29,(37)(38)(39)(40)(41)(42)(43) and the expected value becomes where 2 e represents the variance of the noise signal, thus…”