Digital Signal Processing Reference
In-Depth Information
may be negative for all integers k
K for some K. So, in view of the ordering
convention (22.46), we can assume in general that the first K values of α k are
nonzero, for some K
N.
22.4.1 Final form of the solution
From Eq. (22.44) we have
K− 1
K− 1
K− 1
1
σ s
α k = D
σ q k
σ q k
k =0
k =0
k =0
where K is the number of nonzero values of α k . Substituting the preceding
equation into the power constraint (22.31) we obtain
K− 1
p σ s
1
σ s
σ q
+
=0
D =
(22 . 47)
K− 1
σ q
=0
Thus
p 0 + K− 1
=0
σ q k
σ s
σ q
σ q k
0
k
K
1
K− 1
=0
α k =
(22 . 48)
σ q
0
otherwise.
The expression for the minimized MSE can be obtained by substituting this into
Eq. (22.37):
σ s K− 1
σ q 2
p 0 + K− 1
=0
K ) σ s .
E mmse =
+( N
(22 . 49)
σ q
=0
K ) σ s
The second term ( N
arises because whenever α k =0,the k th term in
Eq. (22.37) reduces to σ s .
22.4.2 Choice of K
We have to figure out the value of the integer K in Eq. (22.48). For su ciently
large power p 0 we can assume K = N , but in general this is not so. To appreciate
this, recall that the ordering convention in Eq. (22.32) implies that the quantity
p 0 + K− 1
σ q
=0
σ q k
K− 1
=0
σ q
is a decreasing function of k. Suppose we choose K = N. Then α 2 N− 1
computed
from Eq. (22.48) might turn out to be negative (for a given power p 0 ). If this is
the case we take K = N
1 and try it again. We proceed like this by successively
 
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