Lecture Notes-Monograph Series, Vol. 49, Optimality: The Second Erich L. Lehmann Symposium (2006), pp. 291-311 (21 pages) We analyze the (unconditional) distribution of a linear predictor that is ...
Abstract: A white noise reduction method based on linear prediction has been proposed previously. The linear predictor can reduce a white noise from a noisy speech ...
Abstract: Dynamic state estimation (DSE) is a fundamental task in many fields, including control systems, robotics, and signal processing. Traditional DSE methods, which rely on mathematical models to ...
This is a small lib that implements in Odin a MALP - Maximum Aggrement Linear Predictor in Odin and compares it with a LSLP - Least Squares Linear Predictor. To learn all about this new technique, ...
where and are the MLEs of and . The estimated standard error of is ,which can be computed as the square root of the quadratic form where is the estimated covariance ...