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Gaussian random variables with zero mean and unknown variance σ2.
Finally, is an Additive White Gaussian Noise (AWGN) sequence with zero mean and an unknown variance.
Furthermore, the DA-based SMC overestimates the unknown variance (see Fig. 5).
where w i,j) is modeled as zero-mean Gaussian noise with unknown variance.
The noise is assumed to be a complex circular white Gaussian random process i.i.d. with zero-mean and unknown variance.
An essential design parameter of variables schemes is the unknown variance σ2W of the de facto values.
Two types of test statistics for data snooping are constructed based on the classical least squares theory under the conditions with known and unknown variance component, respectively.
The same approach can be followed when observations have unknown variance by setting critical values for Studentised statistics at percentiles of the appropriate t-distributions.
In most of the system identification problems, is modeled to be a stationary zero-mean white Gaussian noise with an unknown variance.
Since the applied transformation in (6) is orthonormal, the noise process Wn,k in (7) is also a CSCWG process with zero mean and unknown variance of σ2.
The production dependent deviations from this length may according to (Bomsdorf 1989), p. 162 be considered as normally distributed with expectation zero and unknown variance.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com