PDF-error(MSE)incurredbythelinearMMSEestimatoroverthe(nonlinear)MMSEestima

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distributedaccordingtowhentheactualdistributionisThereforetheMMSEin3canbewrittenas11ThemainresultisthefollowingTheorem112Thenonnegativityofrelativeentropyfollowsimmediatelyfrom12sincethei

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