相关论文: A Maximum Likelihood-Based Minimum Mean Square Err…

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…

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…

We present a new source separation method which maximizes the likelihood of a model of noisy mixtures of stationary, possibly Gaussian, independent components. The method has been devised to address the problem of imaging CMB anisotropies.…

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…

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…

We consider signal source localization from range-difference measurements. First, we give some readily-checked conditions on measurement noises and sensor deployment to guarantee the asymptotic identifiability of the model and show the…

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…

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…

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Maximum Likelihood (ML) estimation requires precise knowledge of the underlying statistical model. In Quasi ML (QML), a presumed model is used as a substitute to the (unknown) true model. In the context of Independent Vector Analysis (IVA),…

When is optimal estimation linear? It is well known that, when a Gaussian source is contaminated with Gaussian noise, a linear estimator minimizes the mean square estimation error. This paper analyzes, more generally, the conditions for…

Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…

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…

We consider the problem of estimating an input signal from noisy measurements in both parallel scalar Gaussian channels and linear mixing systems. The performance of the estimation process is quantified by the $\ell_\infty$ norm error…

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

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…

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…

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

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…

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…