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<math>{y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x])</math> | <math>{y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x])</math> | ||
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| + | Mean square estimate : <math>MSE = E[(\theta - \hat \theta(x))^2] | ||
Revision as of 11:12, 11 December 2008
$ {y}_{\rm MMSE}(x) \int\limits_{-inf}^{inf}\ {y}{f}_{\rm y|x}(Y|X=x)\, dy={E}(Y|X=x) $
$ {y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x]) $
Mean square estimate : $ MSE = E[(\theta - \hat \theta(x))^2] $
