Geometric MMSE for one-sided and two-sided vector linear predictors: from the finite-length case to the infinite-length case

DOI10.1016/j.sigpro.2011.04.001zbMath1219.94031MaRDI QIDQ634045

Jesús Gutiérrez-Gutiérrez, Iñaki Iglesias, Adam Podhorski

Publication date: 2 August 2011

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2011.04.001

zbMATH Keywords

geometric minimum mean square error; vector linear prediction; wide sense stationary vector process

Mathematics Subject Classification ID

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

Related Items

Entries of continuous functions of large Hermitian tridiagonal 2-Toeplitz matrices

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