DocumentCode
3420529
Title
Constrained nonlinear minimum mse estimation
Author
Michaeli, Tomer ; Eldar, Yomina C.
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa
fYear
2008
fDate
March 31 2008-April 4 2008
Firstpage
3681
Lastpage
3684
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
Conference_Location
Las Vegas, NV
ISSN
1520-6149
Print_ISBN
978-1-4244-1483-3
Electronic_ISBN
1520-6149
Type
conf
DOI
10.1109/ICASSP.2008.4518451
Filename
4518451
Link To Document