Nonlinear Filters. Simon Haykin
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where
(3.51)
To choose
(3.52)
From Theorem 3.1, the first
(3.53)
Regarding (3.45),
(3.54)
where
(3.55)
Hence,
(3.56)
(3.57)
Defining
(3.58)
Since
From (3.35) and (3.36), we have:
Assuming that
Left‐multiplying both sides of the equation (3.59) by
(3.61)