Consider a random process X (t) expanded in the form N, where W? (t) is a remainder
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Consider a random process X (t) expanded in the form N, where W? (t) is a remainder noise term. The {?i?(t)} Ni = 1 form an orthonormal set over interval 0 ? t ? T, and the Xj are defined by. Let W? (tk) denote a random variable obtained by observing W? (t) at tune t = that
Transcribed Image Text:
X(t) = E X,(t) + W'(t), 0
X(t) = E X,(t) + W'(t), 0
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