Best linear prediction, inverse models in statistical sense: example (II)

Antonio Sala, UPV

Difficulty: *** ,       Relevance: ,      Duration: 10:10

*Enlace a Spanish version

Summary:

This video illustrates the ideas in videos [vcinv1EN] and [vcinv1bEN] with an additional short example. Again, it illustrates that inverse in statistical sense (minimum-variance predictor) is not the same as inverse in algebraic (deterministic) sense; they coincide when signal-to-noise ratio tends to infinitely good (noise variance tends to zero).

*Link to my [ whole collection] of videos in English. Link to larger [ Colección completa] in Spanish.