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Let denote the ensemble-averaged correlation function of the regressor x, and let rdx denote the corresponding ensemble-averaged cross-correlation vector between the regressor x and response d; that is,
Referring to the linear regression model of Eq. (2.3), show that minimization of the meansquare error
leads to the Wiener–Hopf equation
where w is the parameter vector of the regression model. Compare this equation with the normal equation of Eq. (2.33).
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