The Linear Minimum Mean-Square Error Estimation with Constraints and Its Applications

@article{Zhou2006TheLM,
  title={The Linear Minimum Mean-Square Error Estimation with Constraints and Its Applications},
  author={Jie Zhou and Yunmin Zhu},
  journal={2006 International Conference on Computational Intelligence and Security},
  year={2006},
  volume={2},
  pages={1801-1804}
}
The minimum mean-square error (MMSE) is an important optimization criterion, which is widely applied to many fields in signal processing and others, such as waveforms estimation, signal detection and system identification. In many practical scenarios, the optimal solutions are usually expected to locate in some especial subspace. So, it is significant to study the MMSE detector or estimator with various constraints. A rigorous analytic method to incorporate the optimal estimation with linear… CONTINUE READING

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