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Best Widely Linear Unbiased Estimator for Real Valued Par...
Oliver Lang, Mario Huemer · 2016-12-13 · via math.ST updates on arXiv.org

For classical estimation with an underlying linear model the best linear unbiased estimator (BLUE) is usually utilized for estimating the deterministic but unknown parameter vector. In the case of real valued parameter vectors but complex valued measurement matrices and noise vectors, the BLUE results in complex valued estimates, introducing a systematic error. In recent years widely linear estimators have been investigated for complex estimation. In this work a novel widely linear classical estimator is derived which incorporates the knowledge that the parameter vector is real valued. The proposed estimator is unbiased in the classical sense and it outperforms the BLUE and the best widely linear unbiased estimator (BWLUE) in terms of the variances of the vector estimator's elements.