Research Information System
ELECTRONICS LETTERS, vol.33, no.25, pp.2097-2099, 1997 (SCI-Expanded)
A general formula is given for conditional mean, which is the well-known minimum variance estimator, in terms of cross-cumulants and locally optimum nonlinearities. This formula will greatly facilitate the solution of various problems emerging in nonlinear system identification, non-Gaussian estimation theory, and nonlinear signal processing.