Digital Signal Processing Reference
In-Depth Information
=
∑∑
N
N
∑
N
∑
N
t
t
t
t
+
Var
ξ
x
Var
ξ
x
E
ξξ
xx
αα
αα
α
αααα
′
′
α
=
1
α
=
1
α
=
1
ααα
′= ′≠
1
∑
N
∑
N
∑
N
t
t
t
=
Vx
Var
+
E
ξ
αα
E
xx
(10. 5 4)
ξ
α
′
αα
′
α
=
1
α
=
1
ααα
′= ′≠
1
∑
N
∑
1
N
t
∑
N
t
t
+
=
VVx
Var
ρ
E
xx
.
ξ
α
ξ
α α
′
α
=
1
α
=
ααα
′= ′≠
1
From Var[
Σ
N
α=1
x
α
] = 0 we have
N
N
N
N
t
t
t
t
∑∑
∑
ααα
∑
+
=
Var
x
=
Var
x
E
xx
0
α
α
αα
′
α
=
1
α
=
1
α
=
1
′= ′≠
1
(10. 55)
N
N
N
t
t
t
∑
∑
∑
⇒
E
xx
=−
Var
x
.
αα
′
α
α
=
1
ααα
′= ′≠
1
α
=
1
Then, by substituting equation (10.55) in equation (10.54) we obtain
N
N
t
t
∑
.
=
( )
Var
ξ
x
V
ρ
Var
x
(10. 56)
αα
ξ ξ
α
α
=
1
α
=
1
Now we apply the same procedure to derive the variance of δ
d
MAI,k,n
+ δ
ICI,k,n
+ δ
ISI,k,n
.
We substitute ξ
α
with ξ
k
′,
n
′
λ
k
′,
n
and
x
α
with
W
d
k,n
Ŷ
n
′,
k
′
n
. The MC-ISR combiner
W
k,n
satis-
fies the optimization property in equation (10.25); thus,
=0
H
H
ˆ
d
ˆ
d
ˆ
d
ˆ
d
d
d
WI
=⇒
0
ar
WI
+
I
+
I
.
(10. 57)
kn
,
kn
,
kn
,
MAI,
,,
kn
ICI,
,,
kn
ISI,
,,
kn
hen,
∑
≠
C
∑
K
∑
Var
WY
n
+
1
H
,
=
( ))
u
d
ˆ
d
d
d
Var δ
+
δ
+
δ
V
ξ ξ
MAIkn
,,
ICIkn
,,
ISIkn
,,
kn
nkn
′′
,,
u
ud
1
kK
′=−
nn
′= −
1
∑
K
∑
n
+
1
H
d
+
( )
ˆ
d
V
ρ
Var
W
(10. 58)
ξ ξ
kn
,
nkn
′′
,,
kK
kk
′=−
′≠
nn
′= −
1
∑
1
n
+
1
+
( )
H
d
d
ˆ
V
ρ
Var
W
Y
nkn
.
ξ ξ
′
,,
kn
,
n
nn
′= −
′≠
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