Constrained nonlinear minimum mse estimation

We address the problem of minimum mean-squared error (MMSE) estimation where the estimator is constrained to belong to a prede ned set of functions. We derive a simple closed form formula that reveals the structure of the restricted estimator for a wide class of constraints. Using this formula we study various types of constrained estimation problems that arise commonly in the elds of signal processing and communication.

• Type: Conference
• Year: 2008
• Where: ICASSP
• Authors: Tomer Michaeli, Yonina C. Eldar
• Keywords: Constrained Estimation Problems, ICASSP 2008, Minimum Mean-squared Error, Prede Ned Set, Signal Processing