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Low-rank MMSE filters, Kronecker-product representation, and regularization: a new perspective
arXiv:2512.14932v1 Announce Type: new
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.
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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