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Approximate simultaneous orthogonal expansions. Applications to mean-square estimation and signal detection problems

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3 Author(s)
Navarro-Moreno, J. ; Dept. of Stat., Jaen Univ., Spain ; Ruiz-Molina, J.C. ; Oya, A.

Approximate simultaneous orthogonal expansions of two second-order stochastic processes are defined and their convergence is showed. The technique is based on the Rayleigh-Ritz method to solve the homogeneous equation involving both covariance kernels simultaneously. Finally, two specific applications of these finite expansions are given: in the Gaussian estimation and detection problems

Published in:

Information Theory, 2000. Proceedings. IEEE International Symposium on

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