Minimum mean square error estimation

Rate-distortion function via minimum mean square error estimation

We derive a simple general parametric representation of the rate–distortion function of a memoryless source, where both the rate and the distortion are given by integrals whose integrands include the minimum mean square error (MMSE) of the distortion ∆ = d(X, Y ) based on the source symbol X , with respect to a certain joint distribution of these two random variables. At first glance, these rel...

Minimum mean square estimation and neural networks

Neural networks for estimation, such as the multilayer perceptron (MLP) and functional link net (FLN), are shown to approximate the minimum mean square estimator rather than the maximum likelihood estimator or others. Cramer-Rao maximum a posteriori lower bounds on estimation error can therefore be used to approximately bound network training error, when a statistical signal model is available ...

Minimum mean square error nonuniform FIR filter banks

Theory for jointly optimizing nonuniform analysis and synthesis FIR filter banks with arbitrary filter lengths and an arbitrary delay through the filter bank is developed. The FIR subband coder is optimized with respect to the minimum mean square error between the output and the input signals under a bit constraint. The subband quantizers are modeled as additive noise sources. Theoretical compa...

Asymptotically Optimal Scalable Coding for Minimum Weighted Mean Square Error

In this paper, we derive an asymptotically optimal multi-layer coding scheme for entropy-coded scalar quantizers (SQ) that minimizes the weighted mean-squared error (WMSE). The optimal entropy-coded SQ is non-uniform in the case of WMSE. The conventional multi-layer coder quantizes the base-layer reconstruction error at the enhancement-layer, and is sub-optimal for the WMSE criterion. We consid...

A minimum mean square error channel estimator for OFDM