Tri-diagonalization of the covariance matrix generated by the multistage Wiener filter for whitening blind signals
Seema Sud, Wilbur L. Myrick, J. Scott Goldstein · 2004
The multistage Wiener filter (MWF) has been shown to provide performance benefits that meet or exceed MMSE performance. The principle behind the MWF is a whitening operation naturally created by a tri-diagonalization of the covariance matrix at each stage. In blind mode, tri-diagonalization of the implicit covariance matrix structure no longer occurs, resulting in sub-optimal performance. In this paper, we show, using the CDMA system as an example, that tri-diagonalization can occur for blind mode using larger sample support or spatial diversity at the transmit or receive antenna.