Krug, P. - In: Journal of Multivariate Analysis 38 (1991) 1, pp. 1-14
Given the linear model b = Ax - [var epsilon], where x and [var epsilon] are Gauss distributed with covariance operators Rx and R[var epsilon], R[var epsilon] positive definite; then b(x) = RxA'(ARxA' + R[var epsilon])-1b is the expectation of the conditional distribution of x relative to b. This...