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Would anyone be-able to recommend a good, easy to read article which outlines MMSE and its derivation. Specifically I am having trouble finding this term

[tex]

+ \int x'xP(x|y)dx-\left \| \int xP(x|y)dx \right \|^2

[/tex]

from

[tex]

E({\left | \left | X-z \right | \right |}^2|Y=y)

=\int (x-z)'(x-z)P(x|y)dx\\

=[z'-\int x'P(x|y)dx][z-\int xP(x|y)dx] + \int x'xP(x|y)dx-\left \| \int xP(x|y)dx \right \|^2

[/tex]

Thank you

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# Minimum MSE estimation derivation

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