Wiener Filters in Gaussian Mixture Signal Estimation with Infinity-Norm Error

Jin Tan, Dror Baron, Liyi Dai

Consider the estimation of a signal $\mathbf{x}\in {\mathbb{R}}^N$ from noisy observations $\mathbf{r}=\mathbf{x}+\mathbf{z}$, where the input~$\mathbf{x}$ is generated by an independent and identically distrib…