TeX source:

 \hat{F}=\left[\begin{array}{cccc} \hat{F}_{1} & 0 & \cdots & 0 \\ 0 & \hat{F}_{2} & \cdots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & \hat{F}_{G} \end{array}\right]