Remark (4) o Many alternative choices for the cost function .(mean)absolute value of the estimation error Lower/higher order moments,etc. o Nonlinear optimization problems In contrast to quadratic cost functions which lead to linear optimization problems. ● Nonlinear cost functions:important in some advanced applications,e.g.,blind channel equalization algorithms 2020-01-18 16
2020-01-18 16 Remark (4) Many alternative choices for the cost function (mean) absolute value of the estimation error Lower/higher order moments, etc. Nonlinear optimization problems In contrast to quadratic cost functions which lead to linear optimization problems. Nonlinear cost functions: important in some advanced applications, e.g., blind channel equalization algorithms
S2.Wiener filter theory o MMSE criterion o Wiener-Hopf equations o Orthogonality principle 2020-01-18 17
2020-01-18 17 S2. Wiener filter theory MMSE criterion Wiener-Hopf equations Orthogonality principle