I am trying to read a paper and I found it difficult to understand. This is a quote:
Standard Mel frequency cepstrum coefficient (MFCC) computation technique utilizes discrete cosine transform (DCT) for decorrelating log energies of filter bank output. The use of DCT is reasonable here as the covariance matrix of Mel filter bank log energy (MFLE) can be compared with that of highly correlated Markov-I process.
I understand how MFCCs are computed. I know DCT coefficients are computed from the filtered energy banks. I am struggling to understand how exactly is covariance matrix calculated. Another problem is that I don't fully understood what Markov-I property is. I have not found much about this specific property in internet appart from Markov property which is AFAIK a process that does not rely on preceding states. They also say, the coefficients after DCT are not really decoupled. I would be grateful for some help in explanation of what markov-I process is and how DCT is related to a covariance matrix, and what covariance matrix is. Thanks.