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Chapter 50: Least-Squares Problems
pp. 2165-2220- Add bookmark
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Summary
We studied in Chapters 29 and 30 the mean‐square error (MSE) criterion in some detail, and applied it to the problem of inferring an unknown (or hidden) variable x from the observation of another variable x when {x, y} are related by means of a linear regression model or a state‐space model.
About the book
- Chapter DOI https://doi.org/10.1017/9781009218276.002
- Book DOI https://doi.org/10.1017/9781009218276
- Subjects Communications and Signal Processing,Computer Science,Engineering,Machine Learning and Pattern Recognition
- Format: Hardback
- Publication date: 02 March 2023
- ISBN: 9781009218283
- Format: Digital
- Publication date: 24 February 2023
- ISBN: 9781009218276
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