Canonical coordinates for reduced-rank estimation of improper complex random vectors
P.J. Schreier, L.L. Scharf, in: Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2002, pp. 1153–1156.
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Author
Schreier, Peter J.;
Scharf, Louis L.
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Abstract
We consider the problem of minimum mean squared error (MMSE) estimation of complex random vectors in the improper case. Accounting for the information present in the complementary covariance requires the use of widely linear transformations. Based on these, we present the eigenanalysis of improper complex random vectors. This paves the way for a study of two different rank-reduced implementations of the complex Wiener Filter that make use of canonical coordinates: one that is optimum with respect to maximizing mutual information and one that minimizes mean squared error.
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Proceedings Title
Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process.
Volume
2
Page
1153–1156
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Schreier PJ, Scharf LL. Canonical coordinates for reduced-rank estimation of improper complex random vectors. In: Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process. Vol 2. ; 2002:1153–1156. doi:10.1109/ICASSP.2002.5744004
Schreier, P. J., & Scharf, L. L. (2002). Canonical coordinates for reduced-rank estimation of improper complex random vectors. Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2, 1153–1156. https://doi.org/10.1109/ICASSP.2002.5744004
@inproceedings{Schreier_Scharf_2002, title={Canonical coordinates for reduced-rank estimation of improper complex random vectors}, volume={2}, DOI={10.1109/ICASSP.2002.5744004}, booktitle={Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process.}, author={Schreier, Peter J. and Scharf, Louis L.}, year={2002}, pages={1153–1156} }
Schreier, Peter J., and Louis L. Scharf. “Canonical Coordinates for Reduced-Rank Estimation of Improper Complex Random Vectors.” In Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2:1153–1156, 2002. https://doi.org/10.1109/ICASSP.2002.5744004.
P. J. Schreier and L. L. Scharf, “Canonical coordinates for reduced-rank estimation of improper complex random vectors,” in Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2002, vol. 2, pp. 1153–1156, doi: 10.1109/ICASSP.2002.5744004.
Schreier, Peter J., and Louis L. Scharf. “Canonical Coordinates for Reduced-Rank Estimation of Improper Complex Random Vectors.” Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., vol. 2, 2002, pp. 1153–1156, doi:10.1109/ICASSP.2002.5744004.
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