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On the Equivalence of Maximum SNR and MMSE Estimation: Applications to Additive Non-Gaussian Channels and Quantized Observations
- Source :
- IEEE Trans. Signal Process., vol. 64, no. 23, pp. 6190-6199, Dec. 1, 2016
- Publication Year :
- 2016
-
Abstract
- The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In this paper we first formalize an SNR criterion to design an estimator, and then we prove that there exists an equivalence between MMSE and maximum-SNR estimators, for any statistics. We also extend this equivalence to specific classes of suboptimal estimators, which are expressed by a basis expansion model (BEM). Then, by exploiting an orthogonal BEM for the estimator, we derive the MMSE estimator constrained to a given quantization resolution of the noisy observations, and we prove that this suboptimal MMSE estimator tends to the optimal MMSE estimator that uses an infinite resolution of the observation. Besides, we derive closed-form expressions for the mean-squared error (MSE) and for the SNR of the proposed suboptimal estimators, and we show that these expressions constitute tight, asymptotically exact, bounds for the optimal MMSE and maximum SNR.<br />Comment: Submitted to IEEE Transactions on Signal Processing on Dec. 2, 2015; revised on May 19, 2016
- Subjects :
- Computer Science - Information Theory
Subjects
Details
- Database :
- arXiv
- Journal :
- IEEE Trans. Signal Process., vol. 64, no. 23, pp. 6190-6199, Dec. 1, 2016
- Publication Type :
- Report
- Accession number :
- edsarx.1605.06044
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1109/TSP.2016.2607152