Beamformer in the Presence of Correlated Interference
نویسنده
چکیده
The efficiency of the MLE is demonstrated indirectly by using the following theorem. Theorem [7, p. ZSS]: If an estimator exists such that equality is satisfied in the Cramer-Rao inequality, it can be determined as a solution of the maximum likelihood equation. We will show that such an estimator exists. This implies that the covariance matrix of the MLE is given by the inverse of the Fisher information matrix. Let us consider the linear minimum mean square (LMMS) estimator where the samples are weighted by the inverse of their standard deviation:
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