—When is optimal estimation linear? It is well-known that, in the case of a Gaussian source contaminated with Gaussian noise, a linear estimator minimizes the mean square estimat...
— The mutual information (MI) of multiple-input multiple-output (MIMO) system over Rayleigh fading channel is known to asymptotically follow a normal probability distribution. In...
A new numerical scheme is presented for strictly computing maximum likelihood (ML) of geometric fitting problems. Intensively studied in the past are those methods that first tran...
We consider the homogenization of parabolic equations with large spatiallydependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit ...
We derive the entropy rate formula for a complex Gaussian random process by using a widely linear model. The resulting expression is general and applicable to both circular and non...