General formula for conditional mean using higher order statistics


Celebi M.

ELECTRONICS LETTERS, vol.33, no.25, pp.2097-2099, 1997 (Journal Indexed in SCI) identifier

  • Publication Type: Article / Article
  • Volume: 33 Issue: 25
  • Publication Date: 1997
  • Title of Journal : ELECTRONICS LETTERS
  • Page Numbers: pp.2097-2099

Abstract

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.