MMSE白化和子空间MMSE白化

MMSE Whitening and Subspace MMSE Whitening

介绍了一种最优线性白化技术,他能最小化原始数据与白化后的数据的均方误差,使输出数据(白化后的数据)尽可能地接近输入数据(原始数据),也就是在均方误差意义上失真最小。先介绍MMSE白化技术,接着介绍子空间下的MMSE白化技术,最后将白化技术应用到最小二乘(LS)估计器中,仿真结果证明MMSE白化能达到改善性能的目的。

This paper develops a linear whitening teehnology that minimizes the Mean - Squared Error（MSE） between the original and whitened data,it makes results in a whiten output that is as close as possible to the input in an MSE sense. First, it introduces MMSE whitening,then subspaee whitening,at last,it introduces an application of MMSE whitening to the problem of estimating the unknown deterministic parameters in the linear model. The simulation proves that it does well than ordinary LS estimator.