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In this paper, we study the prediction of a circularly symmetric zero-mean stationary Gaussian process from a window of observations consisting of finitely many samples. This is a prevalent problem in a wide range of applications in…

Information Theory · Computer Science 2017-05-10 Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire , Gerhard Wunder

In this manuscript, we propose to use a variational autoencoder-based framework for parameterizing a conditional linear minimum mean squared error estimator. The variational autoencoder models the underlying unknown data distribution as…

Signal Processing · Electrical Eng. & Systems 2024-08-23 Michael Baur , Benedikt Fesl , Wolfgang Utschick

We study the performance of a Bayesian statistician who estimates a rank-one signal corrupted by non-symmetric rotationally invariant noise with a generic distribution of singular values. As the signal-to-noise ratio and the noise structure…

Information Theory · Computer Science 2023-02-09 Teng Fu , YuHao Liu , Jean Barbier , Marco Mondelli , ShanSuo Liang , TianQi Hou

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 performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…

Information Theory · Computer Science 2009-11-11 Youngchul Sung , Lang Tong , H. Vincent Poor

Recent studies indicate that the noise characteristics of phasor measurement units (PMUs) can be more accurately described by non-Gaussian distributions. Consequently, estimation techniques based on Gaussian noise assumptions may produce…

Signal Processing · Electrical Eng. & Systems 2024-04-26 Anushka Sharma , Antos Cheeramban Varghese , Anamitra Pal

In this paper, we derive new closed-form expressions for the gradient of the mutual information with respect to arbitrary parameters of the two-user multiple access channel (MAC). The derived relations generalize the fundamental relation…

Information Theory · Computer Science 2014-11-07 Samah A. M. Ghanem

This work conceives the Bayesian Group-Sparse Regression (BGSR) for the estimation of a spatial and frequency wideband, i.e., a dual wideband channel in Multi-User (MU) THz hybrid MIMO scenarios. We develop a practical dual wideband THz…

Signal Processing · Electrical Eng. & Systems 2025-11-18 Abhisha Garg , Akash Kumar , Suraj Srivastava , Nimish Yadav , Aditya K. Jagannatham , Lajos Hanzo

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Machine Learning · Statistics 2016-09-23 Madhu Advani , Surya Ganguli

Recently, a framework for application-oriented optimal experiment design has been introduced. In this context, the distance of the estimated system from the true one is measured in terms of a particular end-performance metric. This…

Information Theory · Computer Science 2015-07-28 Dimitrios Katselis , Cristian R. Rojas , Carolyn L. Beck

We analyze and compare the characterization of a quantum device in terms of noise, transmitted bit-error-rate (BER) and mutual information, showing how the noise description is meaningful only for Gaussian channels. After reviewing the…

Quantum Physics · Physics 2015-06-26 G. M. D'Ariano , C. Macchiavello , L. Maccone

We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE)…

Systems and Control · Computer Science 2012-03-20 Mehmet A. Donmez , Sait Tunc , Suleyman S. Kozat

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

In this paper, a class of nonlinear MMSE multiuser detectors are derived based on a multivariate Gaussian approximation of the multiple access interference. This approach leads to expressions identical to those describing the probabilistic…

Information Theory · Computer Science 2007-07-13 Peng Hui Tan , Lars K. Rasmussen

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

Signal Processing · Electrical Eng. & Systems 2025-12-02 Erdal Mehmetcik , Umut Orguner , Çağatay Candan

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

Precoding design based on weighted sum-rate (WSR) maximization is a fundamental problem in downlink multi-user multiple-input multiple-output (MU-MIMO) systems. While the weighted minimum mean-square error (WMMSE) algorithm is a standard…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Xi Gao , Akang Wang , Junkai Zhang , Qihong Duan , Jiang Xue

Coarsely quantized massive Multiple-Input Multiple-Output (MIMO) systems are gaining more interest due to their power efficiency. We present a new precoding technique to mitigate the Multi-User Interference (MUI) and the quantization…

Information Theory · Computer Science 2018-01-30 Hela Jedda , Amine Mezghani , A. Lee Swindlehurst , Josef A. Nossek

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…

Methodology · Statistics 2017-07-12 Virginie Ollier , Rémy Boyer , Mohammed Nabil El Korso , Pascal Larzabal

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard