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In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Linear minimum mean square error (LMMSE) estimation is often ill-conditioned, suggesting that unconstrained minimization of the mean square error is an inadequate approach to filter design. To address this, we first develop a unifying…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Edwin K. P. Chong

The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…

Information Theory · Computer Science 2016-10-12 Luca Rugini , Paolo Banelli

We present the derivation of post-processing SNR for Minimum-Mean-Squared-Error (MMSE) receivers with imperfect channel estimates, and show that it is an accurate indicator of the error rate performance of MIMO systems in the presence of…

Performance · Computer Science 2016-11-15 Eren Eraslan , Babak Daneshrad , Chung-Yu Lou

The rapid development of 5G New Radio (NR) and millimeter-wave (mmWave) communication systems highlights the critical importance of maintaining accurate phase synchronization to ensure reliable and efficient communication. This study…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Desire Guel , Flavien Herve Somda , Boureima Zerbo , Oumarou Sie

In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…

Information Theory · Computer Science 2015-03-17 Makoto Tanahashi , Hideki Ochiai

In this work, we consider the problem of regularization in the design of minimum mean square error (MMSE) linear filters. Using the relationship with statistical machine learning methods, using a Bayesian approach, the regularization…

Information Theory · Computer Science 2024-07-01 Daniel Gomes de Pinho Zanco , Leszek Szczecinski , Jacob Benesty

In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…

Machine Learning · Computer Science 2016-03-28 Romain Couillet , Gilles Wainrib , Harry Sevi , Hafiz Tiomoko Ali

Consider a multiuser system where an arbitrary number of users communicate with a distributed receive array over independent Rayleigh fading paths. The receive array performs minimum mean squared error (MMSE) or zero forcing (ZF) combining…

Information Theory · Computer Science 2013-10-21 Dushyantha A. Basnayaka , Peter J. Smith , Phillipa A. Martin

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

Linear minimum mean square error (LMMSE) receivers are often applied in practical communication scenarios for single-input-multiple-output (SIMO) systems owing to their low computational complexity and competitive performance. However,…

Signal Processing · Electrical Eng. & Systems 2023-12-25 Zanqiu Shen , Jianshe Ma , Ping Su

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Machine Learning · Statistics 2025-05-15 Monica Welfert , Nathan Stromberg , Mario Diaz , Lalitha Sankar

To date most linear and nonlinear Kalman filters (KFs) have been developed under the Gaussian assumption and the well-known minimum mean square error (MMSE) criterion. In order to improve the robustness with respect to impulsive (or…

Systems and Control · Computer Science 2019-04-18 Badong Chen , Lujuan Dang , Yuantao Gu , Nanning Zheng , Jose C. Prıncipe

Minimum achievable complexity (MAC) for a maximum likelihood (ML) performance-achieving detection algorithm is derived. Using the derived MAC, we prove that the conventional sphere decoding (SD) algorithms suffer from an inherent weakness…

Information Theory · Computer Science 2021-09-21 Mohammad Neinavaie , Mostafa Derakhtian , Sergiy A. Vorobyov

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…

Information Theory · Computer Science 2022-09-05 Ayano Nakai-Kasai , Tadashi Wadayama

The stochastic minimum-variance pseudo-unbiased reduced-rank estimator (stochastic MV-PURE estimator) has been developed to provide linear estimation with robustness against high noise levels, imperfections in model knowledge, and…

Applications · Statistics 2024-08-05 Tomasz Piotrowski , Isao Yamada

This paper presents new structure and adaptation criterion for equalization of two-dimensional magnetic recording channels, as opposed to typical linear equalizer with minimum mean square error (MMSE) as adaptation criterion. To compensate…

Signal Processing · Electrical Eng. & Systems 2019-12-18 Jinlu Shen , Nitin Nangare

We consider channel estimation (CE) in narrowband Internet-of-Things (NB-IoT) systems. Due to the fluctuations in phase within receiver and transmitter oscillators, and also the residual frequency offset (FO) caused by discontinuous…

Information Theory · Computer Science 2017-10-02 Fredrik Rusek , Sha Hu

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei
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