Title :
Complex-valued Gaussian signal processing: Optimality of MSE, incorporation of full statistics, and a unified view
Author :
Li, Xi-Lin ; Adali, Tulay
Author_Institution :
Univ. of Maryland Baltimore County, Baltimore, MD, USA
Abstract :
In this paper, we study the performance of mean square error (MSE) and Gaussian entropy criteria for linear and widely linear complex filtering. The MSE criterion cannot exploit the full second-order statistics of the error signal. To this end, we propose a new Gaussian entropy criterion to exploit the full second-order statistics of the error signal, and compare the performance of the two criteria in linear and widely linear filters. We show that the minimum Gaussian entropy estimator is also the best linear unbiased estimator (BLUE).
Keywords :
Gaussian processes; entropy; higher order statistics; mean square error methods; signal processing; BLUE; Gaussian entropy criteria; Gaussian signal processing; best linear unbiased estimator; mean square error; minimum Gaussian entropy estimator; second-order statistics; widely linear complex filtering; Equations; Minimization; Gaussian entropy; Mean square error (MSE); best linear unbiased estimator (BLUE); noncircularity;
Conference_Titel :
Information Sciences and Systems (CISS), 2011 45th Annual Conference on
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-9846-8
Electronic_ISBN :
978-1-4244-9847-5
DOI :
10.1109/CISS.2011.5766121
