Factor Graph Based LMMSE Filtering for Colored Gaussian Processes

Date

2014-10-01

Author

Sen, Pinar
Yılmaz, Ali Özgür

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We propose a reduced complexity, graph based linear minimum mean square error (LMMSE) filter in which the non-white statistics of a random noise process are taken into account. Our method corresponds to block LMMSE filtering, and has the advantage of complexity linearly increasing with the block length and the ease of incorporating the a priori information of the input signals whenever possible. The proposed method can be used with any random process with a known autocorrelation function by use of an approximation to an autoregressive (AR) process. We show through extensive simulations that our method performs identical with the optimal block LMMSE filtering for Gaussian input signals.

Subject Keywords

Signal Processing, Electrical and Electronic Engineering, Applied Mathematics

URI

https://hdl.handle.net/11511/40283

Collections

Department of Electrical and Electronics Engineering, Article