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【多选题】
设y(1),y(2),......,y(k)为具有的随机序列,它的新息序列ε(k)具有以下性质A.
ε(k)为零均值序列
B.
ε(k)为白噪声序列
C.
ε(k)为观测y(k)的一步预报误差
D.
ε(k)的方差阵等于
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