Consistent reduced-rank LMMSE estimation with a limited number of samples per observation dimension

IEEE Transactions on Signal Processing

Volumn 57, Issue 8, 2009, Pages 2889-2902

  Rubio, Francisco ^a   Mestre, Xavier ^a  

^a CENTRE TECNOLÒGIC DE TELECOMUNICACIONS DE CATALUNYA CTTC   (Spain)

Author keywords

Consistent estimator; Random matrix theory; Reduced rank LMMSE estimation; Sample covariance matrix

Indexed keywords

ANALYTICAL DESCRIPTION; ASYMPTOTIC SPECTRA; CONSISTENT ESTIMATION; CONSISTENT ESTIMATOR; FILTER DESIGNS; FINITE SAMPLES; MEAN-SQUARE ERRORS; MINIMUM MEAN-SQUARE ERROR ESTIMATORS; MODEL MISMATCH; NUMBER OF SAMPLES; RANDOM MATRICES; RANDOM MATRIX THEORY; REDUCED-DIMENSIONAL; REDUCED-RANK; REDUCED-RANK LMMSE ESTIMATION; SAMPLE COVARIANCE MATRIX; SIGNAL WAVEFORM; SPECTRAL ANALYSIS; TRADITIONAL FILTER;

ESTIMATION; INTERFERENCE SUPPRESSION; SAMPLING; SPECTRUM ANALYSIS; SPECTRUM ANALYZERS;

COVARIANCE MATRIX;

EID: 68249139939     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2021500     Document Type: Article

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