On Estimating the Norm of a Gaussian Vector Under Additive White Gaussian Noise | Zendy

Alex Dytso | Zendy; Martina Cardone | Zendy; H. Vincent Poor | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On Estimating the Norm of a Gaussian Vector Under Additive White Gaussian Noise

Author(s) -

Alex Dytso,

Martina Cardone,

H. Vincent Poor

Publication year - 2019

Publication title -

ieee signal processing letters

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.815

H-Index - 138

eISSN - 1558-2361

pISSN - 1070-9908

DOI - 10.1109/lsp.2019.2929863

Subject(s) - additive white gaussian noise , mathematics , gaussian noise , estimator , gaussian , white noise , norm (philosophy) , minimum mean square error , multivariate random variable , gaussian random field , perturbation (astronomy) , mean squared error , gaussian process , algorithm , mathematical optimization , random variable , statistics , physics , quantum mechanics , political science , law

This letter considers the task of estimating the norm of an n-dimensional Gaussian random vector given a noisy/perturbed observation of it. In particular, the focus is on the case of additive Gaussian noise perturbation, which is assumed to be independent of the original vector. First, an expression for the optimal estimator is derived, and then the corresponding minimum mean square error (MMSE) i...

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research