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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…

Information Theory · Computer Science 2007-07-13 Jacob Binia

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…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Franz Weißer , Wolfgang Utschick

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

The fundamental task of a digital receiver is to decide the transmitted symbols in the best possible way, i.e., with respect to an appropriately defined performance metric. Examples of usual performance metrics are the probability of error…

Information Theory · Computer Science 2013-03-19 Dimitrios Katselis , Cristian R. Rojas , Håkan Hjalmarsson , Mats Bengtsson , Mikael Skoglund

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…

Information Theory · Computer Science 2010-02-04 Jacob Binia

Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…

Information Theory · Computer Science 2021-11-29 Chongjun Ouyang , Hongwen Yang

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

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

This paper focuses on the problem of separately modulating and jointly estimating two independent continuous-valued parameters sent over a Gaussian multiple-access channel (MAC) under the mean square error (MSE) criterion. To this end, we…

Information Theory · Computer Science 2016-09-28 Ayse Unsal , Raymond Knopp , Neri Merhav

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

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…

Information Theory · Computer Science 2016-11-18 Kartik Venkat , Tsachy Weissman , Yair Carmon , Shlomo Shamai

An abstraction for multisensor communication termed the Gaussian Multiplex Channel is presented and analyzed. In this model, the sensor outputs can be added together in any combination through a network of switches, and the combinations can…

Signal Processing · Electrical Eng. & Systems 2024-12-20 Daniel R. Fuhrmann , Muhammad Fahad

We present two reduced-rank channel estimators for large-scale multiple-input, multiple-output (MIMO) systems and analyze their mean square error (MSE) performance. Taking advantage of the channel's transform domain sparseness, the…

Information Theory · Computer Science 2016-09-09 Ko-Feng Chen , Yen-Cheng Liu , Yu T. Su

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

Statistics Theory · Mathematics 2025-09-30 Sheng Xu , Anderson Ye Zhang , Amit Singer

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…

Information Theory · Computer Science 2021-09-14 Farzad Pourkamali , Nicolas Macris

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

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

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…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Minhua Ding , Prathapasinghe Dharmawansa , Italo Atzeni , Antti Tölli

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

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor
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