How about minimizing the square error? J=>(x(n]-s[nl)2 Mean square error(MSE) m Example:Estimating DC in white noise xln A+wln] J(A)=(x[n)-A)2 Minimize J(A)w.r.t A whxiong@uestc.edu.cn 5whxiong@uestc.edu.cn 5 J = Mean square error (MSE) X n (x[n] ¡ s[n]) 2 How about minimizing the square error? Minimize J(A) w.r.t A Example: Estimating DC in white noise x[n] = A + w[n] J(A) = X n (x[n]) ¡ A) 2