General formula for conditional mean using higher order statistics


Celebi M.

ELECTRONICS LETTERS, cilt.33, sa.25, ss.2097-2099, 1997 (SCI İndekslerine Giren Dergi) identifier

  • Cilt numarası: 33 Konu: 25
  • Basım Tarihi: 1997
  • Dergi Adı: ELECTRONICS LETTERS
  • Sayfa Sayıları: ss.2097-2099

Özet

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.