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Suppose that s(t) is a real-valued signal. We have a set of orthonormal basis functions {i(t)} N i=1 with which we wish to approximate s(t)

Suppose that s(t) is a real-valued signal. We have a set of orthonormal basis functions {i(t)} N i=1 with which we wish to approximate s(t) as s(t) = N i=1 sii(t) such that the energy in the error signal e(t) = s(t) s(t)

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