On Regret of Parametric Mismatch in Minimum Mean Square Error Estimation

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01-23-2010

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On Regret of Parametric Mismatch in Minimum Mean Square Error Estimation

HPL-2010-10 On Regret of Parametric Mismatch in Minimum Mean Square Error Estimation - Fozunbal, Majid
Keyword(s): Dereverberation, Error, Estimation, Fisher Information, Mismatch, MMSE
Abstract: This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is fixed, but unknown. The input distribution is known, and the ...
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