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When noise
is added in the right-hand side of Eq. (1),
the solution in Eq.s (3), (7), and
(8) is no longer accurate. In particular, since the noise
is unknown,
is also unknown. For small levels of noise,
may be defined as in
Section II as an approximation for
.
Or, the following correction can be applied to obtain a slightly
improved, unbiased estimate:
where
. Similarly, Eq.s (7) and
(8) may be bias-corrected with
Jon Hamkins
1999-10-29