A Note on the Wiener Filter for Vector Random Processes
نویسندگان
چکیده
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.
منابع مشابه
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملSpectral Estimation and Wiener Filtering
6. Spectral Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Random vectors . . . . . . . . . . ....
متن کاملA note on connectivity and lambda-modified Wiener index
In theoretical chemistry, -modified Wiener index is a graph invariant topological index to analyze the chemical properties of molecular structure. In this note, we determine the minimum -modified Wiener index of graph with fixed connectivity or edge-connectivity. Our results also present the sufficient and necessary condition for reaching the lower bound.
متن کاملEstimation of Roughness Parameters of A Surface Using Different Image Enhancement Techniques (TECHNICAL NOTE)
Surface roughness measurement is widely used to estimate the quality of the product during manufacturing processes. It has a great importance in manufacturing fields such as ceramic tiles, glass, and iron. Many are using surface profile-meter with a contact stylus to measure the surface roughness of work piece. In the stylus method, a stylus is moved along the surface and the vertical movement ...
متن کاملA Real Time Adaptive Multiresolution Adaptive Wiener Filter Based On Adaptive Neuro-Fuzzy Inference System And Fuzzy evaluation
In this paper, a real-time denoising filter based on modelling of stable hybrid models is presented. Thehybrid models are composed of the shearlet filter and the adaptive Wiener filter in different forms.The optimization of various models is accomplished by the genetic algorithm. Next, regarding thesignificant relationship between Optimal models and input images, changing the structure of Optim...
متن کامل