Optimal linear correction in LMMSE estimation using moments of the complex inverse Wishart distribution

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Title:	Optimal linear correction in LMMSE estimation using moments of the complex inverse Wishart distribution
Author:	Serra, Jordi; Nájar Martón, Montserrat
Other authors:	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:	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:	Peer Reviewed
Subject(s):	-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
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Document type:	Article - Published version Conference Object
Published by:	Institute of Electrical and Electronics Engineers (IEEE)
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