A solution to the linear estimation problem with correlated signal and noise (Q956044)

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scientific article; zbMATH DE number 5372536
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A solution to the linear estimation problem with correlated signal and noise
scientific article; zbMATH DE number 5372536

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    A solution to the linear estimation problem with correlated signal and noise (English)
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    25 November 2008
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    approximate Karhunen-Loève expansion
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    correlated signal and noise
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    linear least-squares estimation problem
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