We present a method for estimating conditionally Gaussian random vectors with random covariance matrices, which uses techniques from the field of machine learning. Such models are typical in communication systems, where the covariance matrix of the channel vector depends on random parameters, e.g., angles of propagation paths. If the covariance matrices exhibit certain Toeplitz and shift-invariance structures, the complexity of the minimum mean squared error (MMSE) channel estimator can be reduced to @math floating point operations, where @math is the channel dimension. While in the absence of structure the complexity is much higher, we obtain a similarly efficient (but suboptimal) estimator by using the MMSE estimator of the structured model as a blueprint for the architecture of a neural network. This network learns the MMSE estimator for the unstructured model, but only within the given class of estimators that contains the MMSE estimator for the structured model. Numerical simulations with typical spatial channel models demonstrate the generalization properties of the chosen class of estimators to realistic channel models.
Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding algorithm when applied to the compressed sensing recovery problem. We show that the algorithm has the following properties (made more precise in the main text of the paper)  The problem of optimal approximation of members of a vector space by a linear combination of members of a large overcomplete library of vectors is of importance in many areas including image and video coding, image analysis, control theory, and statistics. Finding the optimal solution in the general case is mathematically intractable. Matching pursuit, and its orthogonal version, provide greedy solutions to this problem. Orthogonal matching pursuit typically provides significantly better solution compared to the nonorthogonal version, but requires much more computation. This paper presents a fast algorithm for implementation of orthogonal matching pursuit which for many coding applications has a computational complexity very close to that of the nonorthogonal version.