, Ceci permet différentes stratégies d'estimation de la même densité. Ces stratégies ne sont pas équivalentes lorsque les opérateurs sont non linéaires

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, H est un meilleur estimateur en erreur quadratique de E 2

, Géométriquement, l'optimum correspond ici à une orthogonalité. Ceci est illustré Fig

, A.3 Meilleur estimateur en erreur quadratique moyenne