How about minimizing the square error? J=>(a[n]-s(n])2 Mean square error(MSE) m Example:Estimating DC in white noise xln A+wln] J(A)=(xm)-A)2 Minimize J(A)w.r.t A oA-[∑训-v=0→i-发∑m whxiong@uestc.edu.cn 6whxiong@uestc.edu.cn 6 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 @J(A) @A = 2 hXx[n] ¡ NA i = 0 A b = 1 N X n x(n)