I have a signal corrupted with normally distributed uncorrelated white noise. The noise has zero mean and known variance sigma1. I'd like to recover the signal as far as possible. However, the only thing I know is that the signal itself is normally distributed also, with mean zero and known variance sigma2, and some significant autocorrelation.(adsbygoogle = window.adsbygoogle || []).push({});

Can I use this knowledge to help me recover/improve the signal?

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# I Using prior knowledge to recover signal

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