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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© 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
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