Asymptotically Optimal Linear Shrinkage of Sample LMMSE and MVDR Filters

DOI10.1109/TSP.2014.2329420MaRDI QIDQ4579307zbMATH OpenOpenAlexFDO

Authors Jordi Serra, Montse Nájar

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2014.2329420

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• LMMSE and MAP estimators for reduction of multiplicative noise in the nonsubsampled contourlet domain
• Shrinkage Algorithms for MMSE Covariance Estimation
• Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution

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