This paper develops and compares the maximum a posteriori (MAP) and minimum mean-square error (MMSE) estimators for spherically contoured multivariate Laplace random vectors in add...
Abstract--This correspondence derives lower bounds on the meansquare error (MSE) for the estimation of a covariance matrix , using samples k = 1; . . . ; K, whose covariance matric...
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
Abstract--This paper presents an over-complete multiscale decomposition by combining the Laplacian pyramid and the complex directional filter bank (DFB). The filter bank is constru...
The contribution to a stationary complex-valued time series at a single frequency magnitude takes the form of a random ellipse, and its properties such as aspect ratio (which inclu...