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ICASSP
2008
IEEE

Constrained nonlinear minimum mse estimation

11 years 6 months ago
Constrained nonlinear minimum mse estimation
We address the problem of minimum mean-squared error (MMSE) estimation where the estimator is constrained to belong to a prede ned set of functions. We derive a simple closed form formula that reveals the structure of the restricted estimator for a wide class of constraints. Using this formula we study various types of constrained estimation problems that arise commonly in the elds of signal processing and communication.
Tomer Michaeli, Yonina C. Eldar
Added 30 May 2010
Updated 30 May 2010
Type Conference
Year 2008
Where ICASSP
Authors Tomer Michaeli, Yonina C. Eldar
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