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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