Implementation of the Covariance matrix.
How to figure out the covariance matrix is a crucial problem of the Empirical Bayesian problem. This matrix implements, not only, the electrode white noise, but also 1) all brain source except the Evoked Potential (noise - resting EEG), 2) background source like biological environment: heart beat, ... (noise - resting EEG).
The frame work used to elaborate the covariante matrix is the Varaitional Beyesian model, and relies on the resting EEG measure.