Geometric MMSE for one-sided and two-sided vector linear predictors: From the finite-length case to the infinite-length case

被引：4

作者：

Gutierrez-Gutierrez, Jesus ^{[1
]}

Iglesias, Inaki ^{[2
]}

Podhorski, Adam

机构：

[1] Univ Navarra, CEIT, San Sebastian 20018, Spain

[2] Univ Delaware, Dept Elect & Comp Engn, Newark, DE 19716 USA

来源：

SIGNAL PROCESSING | 2011年 / 91卷 / 09期

关键词：

Geometric minimum mean square error; Vector linear prediction; Wide sense stationary vector process; BLOCK TOEPLITZ MATRICES; FILTERS;

D O I：

10.1016/j.sigpro.2011.04.001

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In the present paper we derive a formula for the geometric minimum mean square error (GMMSE) for one-sided and two-sided finite-length vector linear predictors. This formula is written only in terms of the autocorrelation matrix of the vector process being predicted. We also obtain a formula for the GMMSE for one-sided and two-sided infinite-length vector linear predictors of any wide sense stationary (WSS) vector process. This GMMSE expression for the infinite-length case is derived from the GMMSE expression obtained for the finite-length case. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：2237 / 2245

页数：9