Spherically invariant and compound Gaussian stochastic processes (Corresp.)

  title={Spherically invariant and compound Gaussian stochastic processes (Corresp.)},
  author={Bernard C. Picinbono},
  journal={IEEE Trans. Information Theory},
‘The normalized error var iance is illustrated in Fig. 1 with cy~ as a parameter. For T+ a, only one point is used in the estimate, and (4) and (5) reduce to the well-known extrapolation formulas of Uhlenbeck and Ornstein [3]. Equat ion (5) gives the instantaneous error var iance as a function of time on an interval between two sample points. The average mean-square error on the interval of length 7, def ined as 
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