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dc.contributor.authorSerra, Jordi
dc.contributor.authorNájar Martón, Montserrat
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
dc.date.accessioned2013-05-17T12:04:30Z
dc.date.created2012
dc.date.issued2012
dc.identifier.citationSerra, 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.
dc.identifier.isbn978-1-4673-0182-4
dc.identifier.urihttp://hdl.handle.net/2117/19330
dc.description.abstractThe 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
dc.format.extent4 p.
dc.language.isoeng
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.subjectÀrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal::Processament del senyal en les telecomunicacions
dc.subjectÀrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal
dc.subject.lcshSignal processing
dc.subject.otherComplex Inverse Wishart
dc.subject.otherLMMSE
dc.subject.otherShrinkage
dc.subject.otherSmall sample size
dc.titleOptimal linear correction in LMMSE estimation using moments of the complex inverse Wishart distribution
dc.typeConference report
dc.subject.lemacTractament del senyal
dc.contributor.groupUniversitat Politècnica de Catalunya. A&MP - Grup de Processament d'Arrays i Sistemes Multicanal
dc.identifier.doi10.1109/SSP.2012.6319846
dc.description.peerreviewedPeer Reviewed
dc.relation.publisherversionhttp://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6319846
dc.rights.accessRestricted access - publisher's policy
drac.iddocument11110920
dc.description.versionPostprint (published version)
dc.date.lift10000-01-01
upcommons.citation.authorSerra, J.; Najar, M.
upcommons.citation.contributorIEEE Statistical Signal Processing Workshop
upcommons.citation.pubplaceAnn Arbor, Michigan
upcommons.citation.publishedtrue
upcommons.citation.publicationName2012 IEEE Statistical Signal Processing Workshop (SSP 2012): Ann Arbor, Michigan, USA: 5-8 August, 2012
upcommons.citation.startingPage872
upcommons.citation.endingPage875


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