29/06/2024
In adaptive signal processing, we were introduced to 2 statistical terms: average and expected value, we assumed that both of them are the same, but are they?
back to the statistical definition, the expected value is the more general term and the average is the specific term for a case.
the expected value deals with data with different probabilities, on the other hand, the average assumes that the data collected have the same probability.
the specific case is that assuming the probability of all the signals we try to process are equal at that assumption only the average and the expected value could have the same value (depending on how much data "in time" the observer is trying to collect "need to be to infinity time")