Variance Analysis for Least ℓp-Norm Estimator in Mixture of Generalized Gaussian Noise
Yuan Chen, Long-Ting Huang, Yang Xiao, Hing Cheung So · IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences · 2017
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.