Title
A full second-order statistical analysis of strictly linear and widely linear estimators with MSE and Gaussian entropy criteria
Abstract
•Novel physical insights are provided into second-order weight error bounds of both strictly linear (SL) and widely linear (WL) estimators for noncircular Gaussian data with both mean square error (MSE) and Gaussian entropy criteria.•By employing the strong uncorrelating transform (SUT), which allows for a joint diagonalization of both the input covariance matrix and the complementary covariance matrix, the boundedness of complementary weight error variances for different estimators are discussed.•A joint consideration of both the standard and complementary weight error variance analyses is shown to be capable of measuring weight error power distribution of these estimators over real and imaginary data channels, an important finding which is not possible to obtain through the standard variance analysis only.
Year
DOI
Venue
2022
10.1016/j.sigpro.2021.108403
Signal Processing
Keywords
DocType
Volume
Strictly linear estimation,Widely linear estimation,Mean square error (MSE),Gaussian entropy,Complementary weight error variance
Journal
192
ISSN
Citations 
PageRank 
0165-1684
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Xing Zhang100.34
Yili Xia224725.50
Chunguo Li34810.72
Luxi Yang41180118.08
Danilo P. Mandic500.34