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Variance Analysis for Least ℓp-Norm Estimator in Mixture of Generalized Gaussian Noise
Yuan CHEN Long-Ting HUANG Xiao Long YANG Hing Cheung SO
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2017/05/01
Online ISSN: 1745-1337
Type of Manuscript: LETTER
Category: Digital Signal Processing
variance analysis, ℓp-norm minimizer, complex-valued signal, mixture of generalized Gaussian model,
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Variance analysis is an important research topic to assess the quality of estimators. In this paper, we analyze the performance of the least ℓp-norm estimator in the presence of mixture of generalized Gaussian (MGG) noise. In the case of known density parameters, the variance expression of the ℓp-norm minimizer is first derived, for the general complex-valued signal model. Since the formula is a function of p, the optimal value of p corresponding to the minimum variance is then investigated. Simulation results show the correctness of our study and the near-optimality of the ℓp-norm minimizer compared with Cramér-Rao lower bound.