A note on the wiener filter for vector random processes

Jesús Gutiérrez-Gutiérrez; Adam Podhorski; Iñaki Iglesias; Javier Del Ser

doi:10.1007/978-3-642-29479-2_3

A note on the wiener filter for vector random processes

Jesús Gutiérrez-Gutiérrez, Adam Podhorski, Iñaki Iglesias, Javier Del Ser

Artificial Intelligence

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

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.

Original language	English
Title of host publication	Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers
Pages	30-36
Number of pages	7
DOIs	https://doi.org/10.1007/978-3-642-29479-2_3
Publication status	Published - 2012
Event	3rd International ICST Conference on Mobile Lightweight Wireless Systems, MOBILIGHT 2011 - Bilbao, Spain Duration: 9 May 2011 → 10 May 2011

Publication series

Name	Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering
Volume	81 LNICST
ISSN (Print)	1867-8211

Conference

Conference	3rd International ICST Conference on Mobile Lightweight Wireless Systems, MOBILIGHT 2011
Country/Territory	Spain
City	Bilbao
Period	9/05/11 → 10/05/11

Keywords

minimum mean square error (MMSE)
vector linear estimation
vector linear interpolation
vector linear prediction

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10.1007/978-3-642-29479-2_3

Cite this

Gutiérrez-Gutiérrez, J., Podhorski, A., Iglesias, I., & Del Ser, J. (2012). A note on the wiener filter for vector random processes. In Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers (pp. 30-36). (Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering; Vol. 81 LNICST). https://doi.org/10.1007/978-3-642-29479-2_3

Gutiérrez-Gutiérrez, Jesús ; Podhorski, Adam ; Iglesias, Iñaki et al. / A note on the wiener filter for vector random processes. Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers. 2012. pp. 30-36 (Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering).

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title = "A note on the wiener filter for vector random processes",

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.",

keywords = "minimum mean square error (MMSE), vector linear estimation, vector linear interpolation, vector linear prediction",

author = "Jes{\'u}s Guti{\'e}rrez-Guti{\'e}rrez and Adam Podhorski and I{\~n}aki Iglesias and {Del Ser}, Javier",

year = "2012",

doi = "10.1007/978-3-642-29479-2_3",

language = "English",

isbn = "9783642294785",

series = "Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering",

pages = "30--36",

booktitle = "Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers",

note = "3rd International ICST Conference on Mobile Lightweight Wireless Systems, MOBILIGHT 2011 ; Conference date: 09-05-2011 Through 10-05-2011",

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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 Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers. Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, vol. 81 LNICST, pp. 30-36, 3rd International ICST Conference on Mobile Lightweight Wireless Systems, MOBILIGHT 2011, Bilbao, Spain, 9/05/11. https://doi.org/10.1007/978-3-642-29479-2_3

A note on the wiener filter for vector random processes. / Gutiérrez-Gutiérrez, Jesús; Podhorski, Adam; Iglesias, Iñaki et al.
Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers. 2012. p. 30-36 (Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering; Vol. 81 LNICST).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Gutiérrez-Gutiérrez J, Podhorski A, Iglesias I, Del Ser J. A note on the wiener filter for vector random processes. In Mobile Lightweight Wireless Systems - Third International ICST Conference, MOBILIGHT 2011, Revised Selected Papers. 2012. p. 30-36. (Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering). doi: 10.1007/978-3-642-29479-2_3

A note on the wiener filter for vector random processes

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