arXiv subjects

Elias Raninen

Publications and source records attributed to Elias Raninen.

6 recordsLinked to original sources

arXiv2026

EqDeepRx: Learning a Scalable and Interference Mitigating MIMO Receiver

While machine learning (ML)-based receiver algorithms have received a great deal of attention in the recent literature, they often suffer from poor scaling with increasing spatial multiplexing order and lack of explainability and generalization. This paper presents EqDeepRx, a practical deep-learning-aided multiple-input multiple-output (MIMO) receiver, which is built by augmenting linear receiver processing with carefully engineered ML blocks. At the core of the receiver model is a shared-weight DetectorNN that operates independently on each spatial stream or layer, enabling near-linear complexity scaling with respect to multiplexing order. To ensure better explainability and generalization, EqDeepRx retains conventional channel estimation and augments it with a lightweight DenoiseNN that learns frequency-domain smoothing. To reduce the dimensionality of the DetectorNN inputs, the receiver utilizes two linear equalizers in parallel: a linear minimum mean-square error (LMMSE) equalizer with interference-plus-noise covariance estimation and a regularized zero-forcing (RZF) equalizer. The parallel equalized streams are jointly consumed by the DetectorNN, after which a compact DemapperNN produces bit log-likelihood ratios for channel decoding. 5G/6G-compliant end-to-end simulations across multiple channel scenarios, pilot patterns, and inter-cell interference conditions show improved error rate and spectral efficiency over a conventional baseline, while maintaining low-complexity inference and support for different MIMO configurations without retraining.

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arXiv2025

Beamforming design for minimizing the signal power estimation error

We study the properties of beamformers in their ability to either maintain or estimate the true signal power of the signal of interest (SOI). Our focus is particularly on the Capon beamformer and the minimum mean squared error (MMSE) beamformer. The Capon beamformer, also known as the minimum power distortionless response (MPDR) or the minimum variance distortionless response (MVDR) beamformer, is a widely used method in array signal processing. A curious feature of both the Capon and the MMSE beamformers is their tendency to either overestimate or underestimate the signal power. That is, they are not asymptotically unbiased (as the sample size approaches infinity). To address this issue, we propose to shrink the Capon beamformer by finding a scaling factor that minimizes the mean squared error (MSE) of the signal power estimate. The new beamformer, referred to as the Capon$^+$ beamformer, is evaluated against the Capon and MMSE beamformers in terms of bias, signal power MSE, and signal waveform MSE. The Capon$^+$ beamformer strikes a better balance between signal power and waveform estimation while also exhibiting minimal bias, which approaches zero as the sample size increases.

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arXiv2022

Linear pooling of sample covariance matrices

We consider the problem of estimating high-dimensional covariance matrices of $K$-populations or classes in the setting where the sample sizes are comparable to the data dimension. We propose estimating each class covariance matrix as a distinct linear combination of all class sample covariance matrices. This approach is shown to reduce the estimation error when the sample sizes are limited, and the true class covariance matrices share a somewhat similar structure. We develop an effective method for estimating the coefficients in the linear combination that minimize the mean squared error under the general assumption that the samples are drawn from (unspecified) elliptically symmetric distributions possessing finite fourth-order moments. To this end, we utilize the spatial sign covariance matrix, which we show (under rather general conditions) to be an asymptotically unbiased estimator of the normalized covariance matrix as the dimension grows to infinity. We also show how the proposed method can be used in choosing the regularization parameters for multiple target matrices in a single class covariance matrix estimation problem. We assess the proposed method via numerical simulation studies including an application in global minimum variance portfolio optimization using real stock data.

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arXiv2021

On the variability of the sample covariance matrix under complex elliptical distributions

We derive the form of the variance-covariance matrix for any affine equivariant matrix-valued statistics when sampling from complex elliptical distributions. We then use this result to derive the variance-covariance matrix of the sample covariance matrix (SCM) as well as its theoretical mean squared error (MSE) when finite fourth-order moments exist. Finally, illustrative examples of the formulas are presented.

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arXiv2021

Coupled regularized sample covariance matrix estimator for multiple classes

The estimation of covariance matrices of multiple classes with limited training data is a difficult problem. The sample covariance matrix (SCM) is known to perform poorly when the number of variables is large compared to the available number of samples. In order to reduce the mean squared error (MSE) of the SCM, regularized (shrinkage) SCM estimators are often used. In this work, we consider regularized SCM (RSCM) estimators for multiclass problems that couple together two different target matrices for regularization: the pooled (average) SCM of the classes and the scaled identity matrix. Regularization toward the pooled SCM is beneficial when the population covariances are similar, whereas regularization toward the identity matrix guarantees that the estimators are positive definite. We derive the MSE optimal tuning parameters for the estimators as well as propose a method for their estimation under the assumption that the class populations follow (unspecified) elliptical distributions with finite fourth-order moments. The MSE performance of the proposed coupled RSCMs are evaluated with simulations and in a regularized discriminant analysis (RDA) classification set-up on real data. The results based on three different real data sets indicate comparable performance to cross-validation but with a significant speed-up in computation time.

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arXiv2018

Optimal shrinkage covariance matrix estimation under random sampling from elliptical distributions

This paper considers the problem of estimating a high-dimensional (HD) covariance matrix when the sample size is smaller, or not much larger, than the dimensionality of the data, which could potentially be very large. We develop a regularized sample covariance matrix (RSCM) estimator which can be applied in commonly occurring sparse data problems. The proposed RSCM estimator is based on estimators of the unknown optimal (oracle) shrinkage parameters that yield the minimum mean squared error (MMSE) between the RSCM and the true covariance matrix when the data is sampled from an unspecified elliptically symmetric distribution. We propose two variants of the RSCM estimator which differ in the approach in which they estimate the underlying sphericity parameter involved in the theoretical optimal shrinkage parameter. The performance of the proposed RSCM estimators are evaluated with numerical simulation studies. In particular when the sample sizes are low, the proposed RSCM estimators often show a significant improvement over the conventional RSCM estimator by Ledoit and Wolf (2004). We further evaluate the performance of the proposed estimators in classification and portfolio optimization problems with real data wherein the proposed methods are able to outperform the benchmark methods.

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