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- W2020110389 abstract "The stochastic MV-PURE estimator has been developed to provide linear estimation robust to ill-conditioning, high noise levels, and imperfections in model knowledge. In this paper, we investigate the theoretical performance of the stochastic MV-PURE estimator under varying level of additive noise. More precisely, we prove that the mean-square-error (MSE) of this estimator in the low signal-to-noise (SNR) region is much smaller than that obtained with its full-rank version, the minimum-variance distortionless estimator, and that the gap in performance is the larger the higher the noise level. These results shed light on the excellent performance of the stochastic MV-PURE estimator in highly noisy settings obtained in simulations so far. We extend here previously conducted numerical simulations to demonstrate a new insight provided by results of this paper in practical applications." @default.
- W2020110389 created "2016-06-24" @default.
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- W2020110389 date "2013-03-20" @default.
- W2020110389 modified "2023-10-08" @default.
- W2020110389 title "Performance of the stochastic MV-PURE estimator in highly noisy settings" @default.
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- W2020110389 doi "https://doi.org/10.48550/arxiv.1303.4956" @default.
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