Blind Minimax Estimation |

Improving MSE over Least Squares |

Welcome to the blind minimax estimation (BME) homepage. Here you can find usage examples and MATLAB implementations of the newly developed BME method. BME is a biased estimation technique for the linear regression problem, proved to dominate the commonly-used least squares estimator. In this website we describe both the simple one-shot BME and an extension for on-line systems which is designed to operate with low computation time. This website is built as follows: ¨ One-shot BME introduces the blind minimax estimator, a technique dominating the least squares approach [1]. It contains an overview of the method and a Matlab example. ¨ On-line BME describes an application of the BME for adaptive estimation [3]. Here you will find Matlab code illustrating the improvement over the standard RLS technique. ¨ Links & Downloads contains BME publications, contact information, links, and a downloadable Matlab package with implementations of all estimators. |
"If one observes the real random variables X |

This website is a part of an undergraduate project |