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- W2316887524 abstract "The purpose of the paper is to present a systematic method to develop an approximate recursive estimator which is optimal for the given structure and approaches the best estimate, when the order of approximation increases. The minimal variance estimate is projected onto the Hilbert subspace of all Fourier-Hermite (FH) series, driven by the observations, with the same given index set. The projection results in a system of linear algebraic equations for the FH coefficients, the parameters of the desired approximate estima tor." @default.
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- W2316887524 date "1983-01-01" @default.
- W2316887524 modified "2023-09-27" @default.
- W2316887524 title "OPTIMAL ORTHOGONAL EXPANSION FOR ESTIMAT ION I: SIGNAL IN WHITE" @default.
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