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arXiv · 2512.14932

Low-rank MMSE filters, Kronecker-product representation, and regularization: a new perspective

Daniel Gomes de Pinho Zanco·Leszek Szczecinski·Jacob Benesty·Eduardo Vinicius Kuhn
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Abstract

In this work, we propose a method to efficiently find the regularization parameter for low-rank MMSE filters based on a Kronecker-product representation. We show that the regularization parameter is surprisingly linked to the problem of rank selection and, thus, properly choosing it, is crucial for low-rank settings. The proposed method is validated through simulations, showing significant gains over commonly used methods.

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Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Jacob Benesty, Eduardo Vinicius Kuhn. 2025-12-16. Low-rank MMSE filters, Kronecker-product representation, and regularization: a new perspective. https://arxiv.org/abs/2512.14932

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