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MMSE whitening and subspace whitening

机译:MMSE增白和子空间增白

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摘要

This correspondence develops a linear whitening transformation that minimizes the mean-squared error (MSE) between the original and whitened data, i.e.,one that results in a white output that is as close as possible to the input, in an MSE sense. When the covariance matrix of the data is not invertible, the whitening transformation is designed to optimally whiten the data on a subspace in which it is contained. The optimal whitening transformation is developed both for the case of finite-length data vectors and infinite-length signals.
机译:这种对应关系发展出一种线性白化变换,该变换使原始数据和白化数据之间的均方误差(MSE)最小化,即从MSE的意义上讲,它导致白输出尽可能接近输入。当数据的协方差矩阵不可逆时,将白化变换设计为在包含它的子空间上最佳地白化数据。针对有限长度数据矢量和无限长度信号的情况,都开发了最佳的白化变换。

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