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dc.contributor.authorBallal, Tarig
dc.contributor.authorAl-Naffouri, Tareq Y.
dc.date.accessioned2015-11-29T08:45:29Z
dc.date.available2015-11-29T08:45:29Z
dc.date.issued2015-04
dc.identifier.citationBallal, T., & Al-Naffouri, T. Y. (2015). Improved linear least squares estimation using bounded data uncertainty. 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). doi:10.1109/icassp.2015.7178607
dc.identifier.doi10.1109/ICASSP.2015.7178607
dc.identifier.urihttp://hdl.handle.net/10754/582874
dc.description.abstractThis paper addresses the problemof linear least squares (LS) estimation of a vector x from linearly related observations. In spite of being unbiased, the original LS estimator suffers from high mean squared error, especially at low signal-to-noise ratios. The mean squared error (MSE) of the LS estimator can be improved by introducing some form of regularization based on certain constraints. We propose an improved LS (ILS) estimator that approximately minimizes the MSE, without imposing any constraints. To achieve this, we allow for perturbation in the measurement matrix. Then we utilize a bounded data uncertainty (BDU) framework to derive a simple iterative procedure to estimate the regularization parameter. Numerical results demonstrate that the proposed BDU-ILS estimator is superior to the original LS estimator, and it converges to the best linear estimator, the linear-minimum-mean-squared error estimator (LMMSE), when the elements of x are statistically white.
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.relation.urlhttp://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7178607
dc.titleImproved linear least squares estimation using bounded data uncertainty
dc.typeConference Paper
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.contributor.departmentElectrical Engineering Program
dc.identifier.journal2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
dc.conference.date19-24 April 2015
dc.conference.nameIEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
dc.conference.locationSouth Brisbane, QLD
dc.eprint.versionPost-print
kaust.personBallal, Tarig
kaust.personAl-Naffouri, Tareq Y.
refterms.dateFOA2018-06-13T11:37:55Z


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