where C y = E[yy T ] = W T C m W and C m = E[mm T ] is the signal covariance matrix estimated from the available data. This means that the beamformer minimizes the output energy W T C m W under the constraint that only the dipole at r dip is active at that time. Minimization of variance optimally allocates the stop band response of the filter to attenuate activity originating at other locations. By applying Lagrange multipliers and completing the square (proof in Appendix), one obtains:
