A Note on the Wiener Filter for Vector Random Processes

Jesús Gutiérrez-Gutiérrez; Adam Podhorski; Iñaki Iglesias; Javier Ser

Mobile Lightweight Wireless Systems. Third International ICST Conference, MOBILIGHT 2011, Bilbao, Spain, May 9-10, 2011, Revised Selected Papers

Research Article

A Note on the Wiener Filter for Vector Random Processes

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@INPROCEEDINGS{10.1007/978-3-642-29479-2_3,
    author={Jes\^{u}s Guti\^{e}rrez-Guti\^{e}rrez and Adam Podhorski and I\`{o}aki Iglesias and Javier Ser},
    title={A Note on the Wiener Filter for Vector Random Processes},
    proceedings={Mobile Lightweight Wireless Systems. Third International ICST Conference, MOBILIGHT 2011, Bilbao, Spain, May 9-10, 2011, Revised Selected Papers},
    proceedings_a={MOBILIGHT},
    year={2012},
    month={10},
    keywords={minimum mean square error (MMSE) vector linear estimation vector linear interpolation vector linear prediction},
    doi={10.1007/978-3-642-29479-2_3}
}

Jesús Gutiérrez-Gutiérrez
Adam Podhorski
Iñaki Iglesias
Javier Ser
Year: 2012
A Note on the Wiener Filter for Vector Random Processes
MOBILIGHT
Springer
DOI: 10.1007/978-3-642-29479-2_3

Jesús Gutiérrez-Gutiérrez¹, Adam Podhorski¹, Iñaki Iglesias², Javier Ser³

1: University of Navarra
2: University of Delaware
3: Tecnalia Research & Innovation

Abstract

In the present paper we compute the geometric minimum mean square error for the vector linear estimation problem. We do this by proving that the vector linear estimator that minimizes the mean square error (MSE) also minimizes the geometric MSE.

Keywords: minimum mean square error (MMSE) vector linear estimation vector linear interpolation vector linear prediction

Published: 2012-10-22

: http://dx.doi.org/10.1007/978-3-642-29479-2_3