Polynomial Approximations of Conditional Expectations in Scalar Gaussian Channels

11 Feb 2021 Wael Alghamdi Flavio P. Calmon

We consider a channel $Y=X+N$ where $X$ is a random variable satisfying $\mathbb{E}[|X|]<\infty$ and $N$ is an independent standard normal random variable. We show that the minimum mean-square error estimator of $X$ from $Y,$ which is given by the conditional expectation $\mathbb{E}[X \mid Y],$ is a polynomial in $Y$ if and only if it is linear or constant; these two cases correspond to $X$ being Gaussian or a constant, respectively... (read more)

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Categories


  • INFORMATION THEORY
  • INFORMATION THEORY
  • PROBABILITY