3 research outputs found

    The Linear Model under Mixed Gaussian Inputs: Designing the Transfer Matrix

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    Suppose a linear model y = Hx + n, where inputs x, n are independent Gaussian mixtures. The problem is to design the transfer matrix H so as to minimize the mean square error (MSE) when estimating x from y. This problem has important applications, but faces at least three hurdles. Firstly, even for a fixed H, the minimum MSE (MMSE) has no analytical form. Secondly, the MMSE is generally not convex in H. Thirdly, derivatives of the MMSE w.r.t. H are hard to obtain. This paper casts the problem as a stochastic program and invokes gradient methods. The study is motivated by two applications in signal processing. One concerns the choice of error-reducing precoders; the other deals with selection of pilot matrices for channel estimation. In either setting, our numerical results indicate improved estimation accuracy - markedly better than those obtained by optimal design based on standard linear estimators. Some implications of the non-convexities of the MMSE are noteworthy, yet, to our knowledge, not well known. For example, there are cases in which more pilot power is detrimental for channel estimation. This paper explains why

    On MMSE Estimation: A Linear Model Under Gaussian Mixture Statistics

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    Speech Enhancement using Intra-frame Dependency in DCT Domain

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    In this paper, we present a new speech enhancement approach, that is based on exploiting the intra-frame dependency of discrete cosine transform (DCT) domain coefficients. It can be noted that the existing enhancement techniques treat the transformdomain coefficients independently. Instead of this traditional approach of independently processing the scalars, we split the DCT domain noisy speech vector into sub-vectors and each sub-vector is enhanced independently. Through this sub-vector based approach, the higher dimensional enhancement advantage, viz. non-linear dependency, is exploited. In the developed method, each clean speech sub-vector is modeled using a Gaussian mixture (GM) density. We show that the proposed Gaussian mixture model (GMM) based DCT domain method, using sub-vector processing approach, provides better performance than the conventional approach of enhancing the transform domain scalar components independently. Performance improvement over the recently proposed GMM based time domain approach is also shown
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