DocumentCode
3067352
Title
Functional properties of MMSE
Author
Wu, Yihong ; Verdú, Sergio
Author_Institution
Dept. of Electr. Eng., Princeton Univ., Princeton, NJ, USA
fYear
2010
fDate
13-18 June 2010
Firstpage
1453
Lastpage
1457
Abstract
We show that the minimum mean-square error (MMSE) of estimating the input based on the channel output is a concave functional of the input-output joint distribution, and its various regularity properties are explored. In particular, the MMSE in Gaussian channels is shown to be weakly continuous in the input distribution and Lipschitz continuous with respect to the quadratic Wasserstein distance for peak-limited inputs. Regularity properties of mutual information are also obtained and some connections with rate-distortion theory are also drawn.
Keywords
Gaussian channels; channel estimation; least mean squares methods; Gaussian channels; MMSE; channel estimation; channel input-output joint distribution; minimum mean square error; quadratic Wasserstein distance; Additives; Channel capacity; Data processing; Distributed computing; Gaussian channels; Gaussian noise; Mean square error methods; Mutual information; Rate-distortion; Signal to noise ratio;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
Conference_Location
Austin, TX
Print_ISBN
978-1-4244-7890-3
Electronic_ISBN
978-1-4244-7891-0
Type
conf
DOI
10.1109/ISIT.2010.5513606
Filename
5513606
Link To Document