Widely-Linear MMSE Estimation of Complex-Valued Graph Signals

نویسندگان

چکیده

In this paper, we consider the problem of recovering random graph signals with complex values. For general Bayesian estimation complex-valued vectors, it is known that widely-linear minimum mean-squared-error (WLMMSE) estimator can achieve a lower (MSE) than linear MSE (LMMSE) estimator. Inspired by WLMMSE estimator, in paper develop signal processing (GSP)-WLMMSE which minimizes among estimators are represented as two-channel output filter, i.e. GSP estimators. We discuss properties proposed GSP-WLMMSE particular, show always equal to or GSP-LMMSE The based on diagonal covariance matrices frequency domain, and thus has reduced complexity compared This property especially important when using sample-mean versions these training dataset. then state conditions under low-complexity coincides simulations, investigate two synthetic problems (with nonlinear models) power systems. problems, shown outperforms achieves similar performance

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ژورنال

عنوان ژورنال: IEEE Transactions on Signal Processing

سال: 2023

ISSN: ['1053-587X', '1941-0476']

DOI: https://doi.org/10.1109/tsp.2023.3256536