Estimation of Improper Complex-Valued Random Signals in Colored Noise by Using the Hilbert Space Theory
Estimation of Improper Complex-Valued Random Signals in Colored Noise by Using the Hilbert Space Theory
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DOI：
10.1109/tit.2009.2018329
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发表时间：
2009-06-01
影响因子：
2.5
通讯作者：
Carlos Ruiz-Molina, Juan
中科院分区：
文献类型：
--
作者：
Navarro-Moreno, Jesus;Dolores Estudillo-Martinez, Maria;Carlos Ruiz-Molina, Juan
本文研究了加性白噪声中非正态复值随机信号的估计问题。我们从数学的角度解决这个问题，并强调这种严格处理的优势。所考虑的公式是非常一般的，因为它允许我们估计感兴趣信号的任何泛函。最后，从理论和实验两个方面说明了广义线性估计相对于传统估计方法的优越性。
In this paper, the problem of estimating an improper complex-valued random signal in colored noise with an additive white part is addressed. We tackle the problem from a mathematical perspective and emphasize the advantages of this rigorous treatment. The formulation considered is very general in the sense that it permits us to estimate any functional of the signal of interest. Finally, the superiority of the widely linear estimation with respect to the conventional estimation techniques is both theoretically and experimentally illustrated.