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Estimation Theory Class (handout 5)

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Ahmad Gomaa
Ahmad Gomaa

Best Linear Unbiased Estimator (BLUE) Why and when BLUE is needed? Derivation of BLUE for scalar parameter Extension to vector parameter Solved examples include DC estimation in additive colored noise of general distribution Proof that BLUE is MVU and efficient if Noise is Gaussian and data is linear in the parameters

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Estimation Theory Class (handout 5)