MMSE ESTIMATION IN A LINEAR SIGNAL MODEL WITH ELLIPSOIDAL CONSTRAINTS

被引：2
|
作者：
Uhlich, Stefan [1 ]
Yang, Bin [1 ]
机构：
[1] Univ Stuttgart, Chair Syst Theory & Signal Proc, D-7000 Stuttgart, Germany
来源：
2009 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS 1- 8, PROCEEDINGS | 2009年
关键词：
Parameter estimation; Minimum mean squared error estimation; Restricted parameter space;
D O I：
10.1109/ICASSP.2009.4960317
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
The estimation of an unknown parameter vector in a Gaussian linear model is studied in this paper. Two different cases are analyzed: the parameter vector is assumed to lie either in or on a given ellipsoid. The best estimator in terms of the mean squared error is derived. The performance of this estimator is analyzed and compared with the ordinary least squares, the constrained least squares and the linear minimax approach.
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页码：3249 / 3252
页数：4
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