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Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models

✍ Scribed by Agustín Maravall


Book ID
124696974
Publisher
American Statistical Association
Year
1987
Tongue
English
Weight
218 KB
Volume
5
Category
Article
ISSN
0735-0015

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Minimum mean square error estimation of
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A minimum mean square error (MMSE) estimation scheme is employed to identify the synaptic connectivity in neural networks. This new approach can substantially reduce the amount of data and the computational cost involved in the conventional correlation methods, and is suitable for both nonstationary