Estimation of improper complex-valued random signals in colored noise by using the Hilbert space theory

Authors:
Jesús Navarro-Moreno;María Dolores Estudillo-Martínez;Rosa María Fernández-Alcalá;Juan Carlos Ruiz-Molina
Affiliations:
Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain
Venue:
IEEE Transactions on Information Theory
Year:
2009

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Abstract

In this paper, the problem of estimating an improper complex-valued random signal in colored noise with an additive white part is addressed. We tackle the problem from a mathematical perspective and emphasize the advantages of this rigorous treatment. The formulation considered is very general in the sense that it permits us to estimate any functional of the signal of interest. Finally, the superiority of the widely linear estimation with respect to the conventional estimation techniques is both theoretically and experimentally illustrated.