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May 31st, 2016, 02:21 AM   #1
pvm
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Using prior knowledge to recover signal

I have a signal corrupted with normally distributed noise. The noise has zero mean and known variance sigma1. I'd like to recover the signal as far as possible. However, the only thing I know is that the signal itself is normally distributed also, with mean zero and known variance sigma2.

Can I use this knowledge to help me recover/improve the signal?
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