\begin{equation} \hat{\theta}_{w_i} = \hat{\theta}(s(t,{\cal U}_{w_i})). \end{equation}gives
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(7) |
\begin{eqnarray} {\cal M}^2(\hat{\theta},\theta) &=& E[(\hat{\theta} - \theta)^2] \nonumber \\ {\cal M}^2(\hat{\theta},\theta) &=& {\rm var}^2(\hat{\theta}) + {\cal B}^2(\hat{\theta}). \end{eqnarray}gives
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(8) |
\begin{equation} \hat{W}_{s}(t,\omega;\phi) \bydefn \int\limits_{-\infty}^{\infty} {\hat{\cal R}_s(t,\tau;\psi) e^{-j\omega \tau} \, d \tau } \end{equation}gives
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(9) |
\begin{eqnarray} {\cal B}(t,\omega) & \approx & {1 \over 4\pi} {\cal D}_t^2 W_{\bf S}(t, \omega) {{{\scriptstyle \infty} \atop {\displaystyle \int \! \int \! }}\atop {\scriptstyle -\infty}} t_1^2 \phi(t_1,\omega_1) \, dt_1 d\omega_1 \nonumber \\ && + {1 \over 4\pi} {\cal D}_\omega^2 W_{\bf S}(t, \omega) {{{\scriptstyle \infty} \atop {\displaystyle \int \! \int \! }}\atop {\scriptstyle -\infty}} \omega_1^2 \phi(t_1,\omega_1) \, dt_1 \, d\omega_1. \label{F4} \end{eqnarray}
gives
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