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A Note on the Wiener Filter for Vector Random Processes

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Mobile Lightweight Wireless Systems (Mobilight 2011)

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Abstract

In the present paper we compute the geometric minimum mean square error for the vector linear estimation problem. We do this by proving that the vector linear estimator that minimizes the mean square error (MSE) also minimizes the geometric MSE.

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References

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Author information

Authors and Affiliations

  1. CEIT and Tecnun, University of Navarra, Manuel de Lardizábal 15, 20018, San Sebastián, Spain

    Jesús Gutiérrez-Gutiérrez & Adam Podhorski

  2. Department of Electrical and Computer Engineering, University of Delaware, 302 Evans Hall, Newark, DE, 19716, USA

    Iñaki Iglesias

  3. Tecnalia Research & Innovation, P. Tecnológico, Ed. 202, 48170, Zamudio, Spain

    Javier Del Ser

Authors
  1. Jesús Gutiérrez-Gutiérrez
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  2. Adam Podhorski
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  3. Iñaki Iglesias
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  4. Javier Del Ser
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Editor information

Editors and Affiliations

  1. Tecnalia Research & Innovation, P. Technologico, Ed. 202, 48170, Zamudio, Spain

    Javier Del Ser

  2. University of Technology, Georg-Schumann Str. 11, 01062, Dresden, Germany

    Eduard Axel Jorswieck

  3. Universidad Carlos III de Madrid, Avda. de la Universidad 30, Leganés, 28911, Madrid, Spain

    Joaquin Miguez

  4. VTT Technical Research Center of Finland, P.O. Box 1100, FI-90571, Oulu, Finland

    Marja Matinmikko

  5. Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong

    Daniel P. Palomar

  6. Universidad de Alcalá de Henares, Alcalá de Henares, 28871, Madrid, Spain

    Sancho Salcedo-Sanz

  7. Tecnalia Research & Innovation, P. Tecnologico, Ed. 202, 48170, Zamudio, Spain

    Sergio Gil-Lopez

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© 2012 ICST Institute for Computer Science, Social Informatics and Telecommunications Engineering

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Gutiérrez-Gutiérrez, J., Podhorski, A., Iglesias, I., Del Ser, J. (2012). A Note on the Wiener Filter for Vector Random Processes. In: Del Ser, J., et al. Mobile Lightweight Wireless Systems. Mobilight 2011. Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29479-2_3

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  • DOI: https://doi.org/10.1007/978-3-642-29479-2_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-29478-5

  • Online ISBN: 978-3-642-29479-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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