Carregant...
Carregant...

Vés al contingut (premeu Retorn)

Asymptotically optimal linear shrinkage of sample LMMSE and MVDR filters

Autor
Serra, J.; Najar, M.
Tipus d'activitat
Article en revista
Revista
IEEE transactions on signal processing
Data de publicació
2014-07-15
Volum
62
Número
14
Pàgina inicial
3552
Pàgina final
3564
DOI
https://doi.org/10.1109/TSP.2014.2329420 Obrir en finestra nova
Projecte finançador
GRE3N-LINK-MAC. Conceptos radio generales para comunicaciones móviles eficientes energéticamente: aspectos de las capas de enlace y de acceso al medio
Repositori
http://hdl.handle.net/2117/24612 Obrir en finestra nova
URL
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6827237 Obrir en finestra nova
Resum
Conventional implementations of the linearminimum mean-square (LMMSE) and minimum variance distortionless response (MVDR) estimators rely on the sample matrix inversion (SMI) technique, i.e., on the sample covariance matrix (SCM). This approach is optimal in the large sample size regime. Nonetheless, in small sample size situations, those sample estimators suffer a large performance degradation. Thus, the aim of this paper is to propose corrections of these sample methods that counteract their p...
Citació
Serra, J.; Najar, M. Asymptotically optimal linear shrinkage of sample LMMSE and MVDR filters. "IEEE transactions on signal processing", 15 Juliol 2014, vol. 62, núm. 14, p. 3552-3564.
Paraules clau
Consistent estimation, Covariance matrices, Eigenvalues, Eigenvectors, Estimators, LMMSE, MVDR, Random matrix theory, Shrinkage estimation, Signal, Wave-form
Grup de recerca
SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions

Participants