ON MINIMIZATION IN COMPLEX DIGITAL SIGNAL PROCESSING

Authors
  1. Ardouin, J-P.
Corporate Authors
Defence Research Establishment Valcartier, Valcartier QUE (CAN)
Abstract
Two recent books on digital signal processing present optimum filtering and prediction problems in a general framework which include complex-valued signals. To optimize the mean square estimation error by differentiation, they give complex differentiation and gradient formulas. The purpose of the memorandum is to point out that these formulas are ambiguous and to present correct ones. The memorandum also shows that fortunately, the ambiguous formulas can be used to minimize the mean square error in an estimation problem.
Report Number
DREV-M-2920/88 — Memorandum
Date of publication
15 Apr 1988
Number of Pages
28
DSTKIM No
88-02563
CANDIS No
55786
Format(s):
Hardcopy;Originator's fiche received by DSIS

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