矩阵形式的MMSE接收机线性滤波矩阵的推导过程（含迹的求导）

1关于矩阵迹的求导：

$$\frac{\partial tr\left[AXB\right]}{\partial X}=A^T{B}^T$$

$$\frac{\partial tr\left[A{X}^{T}B\right]}{\partial X}=BA$$

2关于MMSE线性接收矩阵的推导：

假设$y$为接收信号，$x$为发射信号，$C^T$为滤波矩阵
Z = ∥ C T Y − X ∥ 2 = tr ⁡ ( ( C T Y − X ) ( C T Y − X ) T ) = tr ⁡ ( ( C T Y ) ( C T Y ) T − ( C T Y ) X T − X ( C T Y ) T + X X T ) = tr ⁡ ( C T Y Y T C − C T Y X T − X Y T C + X X T ) \begin{aligned} Z &=\left\|C^{T} Y-X\right\|^{2}=\operatorname{tr}\left(\left(C^{T} Y-X\right)\left(C^{T} Y-X\right)^{T}\right) \\ &=\operatorname{tr}\left(\left(C^{T} Y\right)\left(C^{T} Y\right)^{T}-\left(C^{T} Y\right) X^{T}-X\left(C^{T} Y\right)^{T}+X X^{T}\right) \\ &=\operatorname{tr}\left(C^{T} Y Y^{T} C-C^{T} Y X^{T}-X Y^{T} C+X X^{T}\right) \end{aligned} Z​=∥∥​CTY−X∥∥​2=tr((CTY−X)(CTY−X)T)=tr((CTY)(CTY)T−(CTY)XT−X(CTY)