Weighted averages of brain evoked potentials (EP's) are obtained by we
ighting each single EP sweep prior to averaging. These weights are sho
wn to maximize the signal-to-noise ratio (SNR) of the resulting averag
e if they satisfy a generalized eigenvalue problem involving the corre
lation matrices of the underlying signal and noise components. The sig
nal and noise correlation matrices are difficult to estimate and the s
olution of the generalized eigenvalue problem is often computationally
impractical for real-time processing. Correspondingly, a number of si
mplifying assumptions about the signal and noise correlation matrices
are made which allow an efficient method of approximating the maximum
SNR weights. Experimental results are given using actual auditory EP d
ata which demonstrate that the resulting weighted average has estimate
d SNR's that are up to 21% greater than the conventional ensemble aver
age SNR.