Related papers: On Regret of Parametric Mismatch in Minimum Mean S…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
We consider the problem of online estimation of a real-valued signal corrupted by oblivious zero-mean noise using linear estimators. The estimator is required to iteratively predict the underlying signal based on the current and several…
We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…
This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…
The minimum mean square error of the estimation of a non Gaussian signal where observed from an additive white Gaussian noise channel's output, is analyzed. First, a quite general time-continuous channel model is assumed for which the…
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…
This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…
The problem of estimating an arbitrary random vector from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the Minimum Mean $p$-th Error (MMPE), is considered. The classical Minimum Mean…
In this paper, the minimum mean square error (MMSE) channel estimation for intelligent reflecting surface (IRS) assisted wireless communication systems is investigated. In the considered setting, each row vector of the equivalent channel…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
We consider mean squared estimation with lookahead of a continuous-time signal corrupted by additive white Gaussian noise. We show that the mutual information rate function, i.e., the mutual information rate as function of the…
This paper analyzes the impact of spatially correlated additive noise on the minimum mean-square error (MMSE) estimation of multiple-input multiple-output (MIMO) channels from one-bit quantized observations. Although additive noise can be…
We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…
In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…
The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…
This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…
In this paper, we establish the connections of the fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels, from a unifying perspective for information, estimation, and control. The optimal…
In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usually the case where such models are inaccurately known or not…