Title :
Constrained nonlinear minimum mse estimation
Author :
Michaeli, Tomer ; Eldar, Yomina C.
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa
fDate :
March 31 2008-April 4 2008
Abstract :
We address the problem of minimum mean-squared error (MMSE) estimation where the estimator is constrained to belong to a predefined set of functions. We derive a simple closed form formula that reveals the structure of the restricted estimator for a wide class of constraints. Using this formula we study various types of constrained estimation problems that arise commonly in the fields of signal processing and communication.
Keywords :
least mean squares methods; nonlinear estimation; signal processing; constrained nonlinear MMSE estimation; minimum mean-squared error; signal processing; Estimation error; Signal processing; Constrained estimation; MMSE estimation; Nonlinear estimation;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
Conference_Location :
Las Vegas, NV
Print_ISBN :
978-1-4244-1483-3
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2008.4518451
