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TDSPLmmse Class Reference

#include <TDSPLmmse.h>

Inheritance diagram for TDSPLmmse:

TDSPEstimator TQQObject

Detailed Description

Linear Minimum Mean Squared Estimator
Author:
Peter Jung
y=f(x) - finds an estimator x1 (a matrix q) with x1=qy so that E[(x1-x)^2] -> min

(a) for linear case y=Hx+n it is in general q = E[xx^* H^*] E[Hxx^* H^* + nn^*]^-1 ---> q = E[xx^*] H^* E[H*xx^* H^* + nn^*]^-1 with Cx=E[xx^*] and Cn=E[nn^*] ---> q = Cx H^* (H Cx H^* + Cn)^-1

Definition at line 34 of file TDSPLmmse.h.

Public Member Functions

 TDSPLmmse ()
 TDSPLmmse (TDSPMatrix *H)
 TDSPLmmse (TDSPMatrix *H, TDSPMatrix *Cx, TDSPMatrix *Cn)
 ~TDSPLmmse ()
TDSPVector * Estimate (TDSPVector *y)
void Calculate ()
void SetMatrix (TDSPMatrix *h)
TDSPMatrix * GetMatrix () const
void SetPostMatrix (TDSPMatrix *h)
TDSPMatrix * GetPostMatrix () const
void SetXCovariance (TDSPMatrix *c)
TDSPMatrix * GetXCovariance () const
void SetNoiseCovariance (TDSPMatrix *c)
TDSPMatrix * GetNoiseCovariance () const
void SetNoise (TComplex sigma2)
TComplex GetNoise () const
TDSPMatrix * GetEstimatorMatrix ()

Constructor & Destructor Documentation

TDSPLmmse::TDSPLmmse (   ) 
 

TDSPLmmse::TDSPLmmse (  TDSPMatrix *  H  ) 
 

TDSPLmmse::TDSPLmmse (  TDSPMatrix *  H,
TDSPMatrix *  Cx,
TDSPMatrix *  Cn
) 
 

TDSPLmmse::~TDSPLmmse (   ) 
 

Member Function Documentation

void TDSPLmmse::Calculate (   )  [virtual]
 

Implements TDSPEstimator.

Referenced by Estimate(), and GetEstimatorMatrix().

TDSPVector * TDSPLmmse::Estimate (  TDSPVector *  y  )  [inline, virtual]
 

Reimplemented from TDSPEstimator.

Definition at line 86 of file TDSPLmmse.h.

References Calculate(), TDSPEstimator::fEstimate, and TDSPMatrix::RightApply(). 

00086                                                     {
00087   Calculate();
00088   if (fEstimatorMatrix) {
00089     fEstimatorMatrix->RightApply(y,fEstimate);
00090   } else {
00091     Error("Estimate","No Estimation Matrix specified !!");
00092     return NULL;
00093   }
00094   return fEstimate;
00095 }

TDSPMatrix* TDSPLmmse::GetEstimatorMatrix (   )  [inline]
 

Definition at line 80 of file TDSPLmmse.h.

References Calculate(). 

00080 { Calculate();return fEstimatorMatrix;};

TDSPMatrix* TDSPLmmse::GetMatrix (   )  const [inline]
 

Definition at line 70 of file TDSPLmmse.h. 

00070 { return fH;};

TComplex TDSPLmmse::GetNoise (   )  const [inline]
 

Definition at line 78 of file TDSPLmmse.h. 

00078 { return fNoiseScaler;};

TDSPMatrix* TDSPLmmse::GetNoiseCovariance (   )  const [inline]
 

Definition at line 76 of file TDSPLmmse.h. 

00076 { return fNoiseCovariance;};

TDSPMatrix* TDSPLmmse::GetPostMatrix (   )  const [inline]
 

Definition at line 72 of file TDSPLmmse.h. 

00072 { return fPost;};

TDSPMatrix* TDSPLmmse::GetXCovariance (   )  const [inline]
 

Definition at line 74 of file TDSPLmmse.h. 

00074 { return fXCovariance;};

void TDSPLmmse::SetMatrix (  TDSPMatrix *  h  )  [inline]
 

Definition at line 69 of file TDSPLmmse.h. 

00069 { fH = h;recalc1();recalc2();};

void TDSPLmmse::SetNoise (  TComplex  sigma2  )  [inline]
 

Definition at line 77 of file TDSPLmmse.h. 

00077 { fNoiseScaler=sigma2;recalc2();};

void TDSPLmmse::SetNoiseCovariance (  TDSPMatrix *  c  ) 
 

void TDSPLmmse::SetPostMatrix (  TDSPMatrix *  h  )  [inline]
 

Definition at line 71 of file TDSPLmmse.h. 

00071 {fPost = h;};

void TDSPLmmse::SetXCovariance (  TDSPMatrix *  c  ) 
 

The documentation for this class was generated from the following file:
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