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>• CONCLUSION:Although suboptimal, the <strong>LMMSE</strong> estimator isin practice very useful,being available in closedform and depending only by the means and thecovariances
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