A Widely Linear Quadratic Estimation Algorithm for Functionals of Gaussian Signals
Rosa M. Fernández-Alcalá, Jesús Navarro-Moreno, Juan Carlos Ruiz-Molina, Nuria Ruiz-Fuentes · 2015
A new solution to the problem of estimating any functional of a Gaussian signal observed in the presence of an additive noise is provided from the information supplied by both the observation process and its square, at a finite discrete instant of time.