Title:
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Optimal linear correction in LMMSE estimation using moments of the complex inverse Wishart distribution
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Author:
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Serra, Jordi; Nájar Martón, Montserrat
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. A&MP - Grup de Processament d'Arrays i Sistemes Multicanal |
Abstract:
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The conventional linear minimum mean square error esti-
mator (LMMSE) suffers a severe performance degradation
whenever the sample size is comparable to the observation
dimension. In order to tackle this problem, we propose an
optimal linear correction of the conventional LMMSE, which
minimizes the average mean square error (MSE) by using
the moments of the complex inverse Wishart distribution.
Numerical simulations highlight that the proposed estimator
dramatically outperforms the conventional LMMSE in the
small sample size regime |
Abstract:
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Peer Reviewed |
Subject(s):
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-Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal::Processament del senyal en les telecomunicacions -Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal -Signal processing -Complex Inverse Wishart -LMMSE -Shrinkage -Small sample size -Tractament del senyal |
Rights:
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Document type:
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Article - Published version Conference Object |
Published by:
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Institute of Electrical and Electronics Engineers (IEEE)
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