2008年5月

# Approximating the best linear unbiased estimator of non-Gaussian signals with Gaussian noise

IEICE TRANSACTIONS ON INFORMATION AND SYSTEMS
• Masashi Sugiyama
• ,
• Motoaki Kawanabe
• ,
• Gilles Blanchard
• ,
• Klaus-Robert Mueller

E91D
5

1577

1580

DOI
10.1093/ietisy/e91-d.5.1577

IEICE-INST ELECTRONICS INFORMATION COMMUNICATIONS ENG

Obtaining the best linear unbiased estimator (BLUE) of noisy signals is a traditional but powerful approach to noise reduction. Explicitly computing the BLUE usually requires the prior knowledge of the noise covariance matrix and the subspace to which the true signal belongs. However, such prior knowledge is often unavailable in reality, which prevents us from applying the BLUE to real-world problems. To cope with this problem, we give a practical procedure for approximating the BLUE without such prior knowledge. Our additional assumption is that the true signal follows a non-Gaussian distribution while the noise is Gaussian.

Web of Science ® 被引用回数 : 1

リンク情報
DOI
https://doi.org/10.1093/ietisy/e91-d.5.1577
Web of Science