LMMSE信道估计公式推导
7:38
bilibili刘孬孬沉迷学习
LMMSE信道估计公式推导
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#Minimum mean square error MMSE Applications
Topic 44: Minimum Mean Square Error Estimators (PETARS, Chapter 6)
Topic 44: Minimum Mean Square Error Estimators (PETARS, Chapter 6)
ed.ac.ukMar 25, 2021
SOLVED: 3.11 Consider the MA(q) seriesXt = Wt - a1Wt-1 - a2Wt-2 - ... - aqWt-qwhere Wt is white noise with variance σ^2.(a) Derive the minimum mean-square error one-step forecast based on the infinite past, and determine the mean-square error of this forecast.
SOLVED: 3.11 Consider the MA(q) seriesXt = Wt - a1Wt-1 - a2Wt-2 - ... - aqWt-qwhere Wt is white noise with variance σ^2.(a) Derive the minimum mean-square error one-step forecast based on the infinite past, and determine the mean-square error of this forecast.
numerade.comFeb 23, 2023
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