Question: Consider a random process X (t) expanded in the form N, where W? (t) is a remainder noise term. The {? i? (t)} N i

Consider a random process X (t) expanded in the form N, where W? (t) is a remainder noise term. The {?_i?(t)} ^N_{i = 1} form an orthonormal set over interval 0 ? t ? T, and the X_j are defined by. Let W? (t_k) denote a random variable obtained by observing W? (t) at tune t = that

X(t) = E X,(t) + W'(t), 0

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