The vector LMMSE Estimator
The vector LMMSE Estimator
The vector LMMSE Estimator
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<strong>The</strong> <strong>LMMSE</strong> <strong>Estimator</strong>• TH. GAUSS-MARKOV:if data arederscribed by the Bayesian model form• <strong>The</strong>n the <strong>LMMSE</strong> estimator is:
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