Notations
x	Real scalar variable
x	Real-valued vector with xi as its i-th element
X	Real-valued matrix with Xij as the element at the i-th row and the j-th column
xi,n	i-th element of real-valued vector x where n = 1, 2, .. denotes a discrete time step
xi(t)	i-th element of real-valued vector x at time t
xi[n]	a sequence of scalar variables xi, p where p = n, n − 1, ..
𝔼N(xi[n])	Empirical expectation of a sequence xi[n] estimated over a window of size N,
	i.e., $\frac{1}{N}{\displaystyle \sum _{p=n-N+1}^n}{x}_{i,p}$
${\stackrel{-}{x}}_i\left[n\right]$	Empirical expectation estimated over an asymptotically infinite window,
	i.e., $\underset{N\to \infty }{lim}{E}_N\left(x_i\left[n\right]\right)$
$\stackrel{-}{x}\left[n\right]$	Real-valued vector with ${\stackrel{-}{x}}_i\left[n\right]$ as its i-th element
𝔼T[xi(t)]	Empirical expectation of xi(t) over a time-interval [t − T, t], i.e., $\frac{1}{T}{\int }_{t-T}^t{x}_i(t^{\prime })d{t}^{\prime }$
ℝM	Vector space spanned by M-dimensional real vectors
|x|	Absolute value of a scalar
||x||p	lp-norm of an M-dimensional vector, defined as ${({\displaystyle \sum _{i=1}^M}|x_i{|}^p)}^{1/p}$
xT	Transpose of the vector x
x.y	Inner product between the vectors x and y
$\frac{\partial \mathcal{H}}{\partial x}$	Gradient vector ${\left[\frac{\partial \mathcal{H}}{\partial x_1},\frac{\partial \mathcal{H}}{\partial x_2},\dots ,\frac{\partial \mathcal{H}}{\partial x_M}\right]}^T$