General formula for conditional mean using higher order statistics

Celebi M.

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

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 33 Sayı: 25
  • Basım Tarihi: 1997
  • Dergi Adı: ELECTRONICS LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2097-2099
  • İstanbul Teknik Üniversitesi Adresli: Hayır

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.