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2. Signal processing
This section is by no means an exhaustive overview of TNS problems. It presents three examples to illustrate the concepts presented above and, why not, to inspire some to delve into the immense literature devoted to these subjects.
2.1 Spectrum estimation
Let X
n
be a real, SSL, centered random process. We denote
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Signal processing
Conclusion
Bibliography
Websites
Greg Welch and Gary Bishop, The Kalman Filter, http://www.cs.unc.edu/%7Ewelch/kalman/.
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