Carregant...
Carregant...

Vés al contingut (premeu Retorn)

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

Autor
Serra, J.; Najar, M.
Tipus d'activitat
Presentació treball a congrés
Nom de l'edició
2012 IEEE Statistical Signal Processing Workshop
Any de l'edició
2012
Data de presentació
2012
Llibre d'actes
2012 IEEE Statistical Signal Processing Workshop (SSP 2012): Ann Arbor, Michigan, USA: 5-8 August, 2012
Pàgina inicial
872
Pàgina final
875
Editor
Institute of Electrical and Electronics Engineers (IEEE)
DOI
https://doi.org/10.1109/SSP.2012.6319846 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/19330 Obrir en finestra nova
URL
http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6319846 Obrir en finestra nova
Resum
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 ...
Citació
Serra, J.; Najar, M. Optimal linear correction in LMMSE estimation using moments of the complex inverse Wishart distribution. A: IEEE Statistical Signal Processing Workshop. "2012 IEEE Statistical Signal Processing Workshop (SSP 2012): Ann Arbor, Michigan, USA: 5-8 August, 2012". Ann Arbor, Michigan: Institute of Electrical and Electronics Engineers (IEEE), 2012, p. 872-875.
Paraules clau
Complex Inverse Wishart, LMMSE, Shrinkage, Small sample size
Grup de recerca
A&MP - Grup de Processament d'Arrays i Sistemes Multicanal

Participants