It seems I just cannot stop talking about widely linear equations. Sorry for being to monotonous. My colleague Dominik recently made me aware of the fact that it is possible to solve the widely linear system of equations $$ \ma{A} \cdot \ma{x} + \ma{B} \cdot \ma{x}^* = \ma{c}$$ that I already visited in an earlier […]

# Monthly Archives: November 2013

## Widely Linear Least Squares

Together with my colleague Jens I recently stumbled across a widely linear estimation problem. More precisely, we were trying to estimate a vector $\ma{x} \in \compl^{N}$ such that $\ma{C} \cdot \begin{bmatrix}\ma{x}\\ \ma{x}^*\end{bmatrix}$ was as close as possible to a given $\ma{b} \in \compl^{M}$ for a given matrix $\ma{C} \in \compl^{M \times 2N}$. This is not […]