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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…

Statistics Theory · Mathematics 2011-08-18 John T. Flam , Saikat Chatterjee , Kimmo Kansanen , Torbjorn Ekman

In this letter, we investigate an important and famous issue, namely weighted mean-square-error (MSE) minimization transceiver designs. In our work, for transceiver designs a novel weighted MSE model is proposed, which is defined as a…

Information Theory · Computer Science 2013-02-28 Chengwen Xing , Wenzhi Li , Shaodan Ma , Zesong Fei , Jingming Kuang

Compressed sensing is a signal processing technique in which data is acquired directly in a compressed form. There are two modeling approaches that can be considered: the worst-case (Hamming) approach and a statistical mechanism, in which…

Information Theory · Computer Science 2016-01-20 Wasim Huleihel , Neri Merhav

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…

Information Theory · Computer Science 2015-05-18 Yanting Ma , Dror Baron , Ahmad Beirami

In this paper, we propose a minimum mean square error (MMSE) based transceiver design scheme for a downlink multiple-input multiple-output (MIMO) two-tier heterogeneous network with general linear equality per-cell power constraints. Three…

Information Theory · Computer Science 2018-04-20 Zhannan Li , Hangsong Yan , I-Tai Lu

Mean-squared-error (MSE) is one of the most widely used performance metrics for the designs and analysis of multi-input-multiple-output (MIMO) communications. Weighted MSE minimization, a more general formulation of MSE minimization, plays…

Information Theory · Computer Science 2016-10-03 Chengwen Xing , Yindi Jing , Yiqing Zhou

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…

Information Theory · Computer Science 2016-11-17 Ronit Bustin , Miquel Payaro , Daniel Palomar , Shlomo Shamai

In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of…

Information Theory · Computer Science 2015-10-28 Amirpasha Shirazinia , Subhrakanti Dey

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

Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

Information Theory · Computer Science 2012-04-26 Mikko Vehkaperä , Saikat Chatterjee , Mikael Skoglund

This paper determines to within a single measurement the minimum number of measurements required to successfully reconstruct a signal drawn from a Gaussian mixture model in the low-noise regime. The method is to develop upper and lower…

Information Theory · Computer Science 2015-06-16 Francesco Renna , Robert Calderbank , Lawrence Carin , Miguel R. D. Rodrigues

In this paper, a unified linear minimum mean-square-error (LMMSE) transceiver design framework is investigated, which is suitable for a wide range of wireless systems. The unified design is based on an elegant and powerful mathematical…

Information Theory · Computer Science 2013-03-05 Chengwen Xing , Shuo Li , Zesong Fei , Jingming Kuang

We present new fundamental results for the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems for a Gaussian mixture model (GMM) distributed signal of interest, possibly corrupted by additive white…

Signal Processing · Electrical Eng. & Systems 2024-07-02 Benedikt Fesl , Wolfgang Utschick

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

The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…

Information Theory · Computer Science 2016-11-17 Paolo Banelli

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…

Signal Processing · Electrical Eng. & Systems 2021-05-26 Martin Hellkvist , Ayça Özçelikkale

In this paper, joint transceiver design for dual-hop amplify-and-forward (AF) MIMO relay systems with Gaussian distributed channel estimation errors in both two hops is investigated. Due to the fact that various linear transceiver designs…

Information Theory · Computer Science 2012-01-17 Chengwen Xing , Shaodan Ma , Zesong Fei , Yik-Chung Wu , Jingming Kuang

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…

Information Theory · Computer Science 2015-05-27 Tomer Michaeli , Daniel Sigalov , Yonina C. Eldar

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

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob
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