کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4977703 1451934 2017 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Component-wise conditionally unbiased widely linear MMSE estimation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Component-wise conditionally unbiased widely linear MMSE estimation
چکیده انگلیسی


- Extension of CWCU linear estimators to CWCU widely linear estimators.
- Derivation of the CWCU WLMMSE estimator for different model assumptions.
- Improper parameter estimation example and a data estimation/channel equalization application for estimator comparison.

Biased estimators can outperform unbiased ones in terms of the mean square error (MSE). The best linear unbiased estimator (BLUE) fulfills the so called global conditional unbiased constraint when treated in the Bayesian framework. Recently, the component-wise conditionally unbiased linear minimum mean square error (CWCU LMMSE) estimator has been introduced. This estimator preserves a quite strong (namely the CWCU) unbiased condition which in effect sufficiently represents the intuitive view of unbiasedness. Generally, it is global conditionally biased and outperforms the BLUE in a Bayesian MSE sense. In this work we briefly recapitulate CWCU LMMSE estimation under linear model assumptions, and additionally derive the CWCU LMMSE estimator under the (only) assumption of jointly Gaussian parameters and measurements. The main intent of this work, however, is the extension of the theory of CWCU estimation to CWCU widely linear estimators. We derive the CWCU WLMMSE estimator for different model assumptions and address the analytical relationships between CWCU WLMMSE and WLMMSE estimators. The properties of the CWCU WLMMSE estimator are deduced analytically, and compared by simulation to global conditionally unbiased as well as WLMMSE counterparts with the help of a parameter estimation example and a data estimation/channel equalization application.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 133, April 2017, Pages 227-239
نویسندگان
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