Novel Estimator for the Location Parameter of the Generalized Gaussian Distribution

Author

Beaulieu, Norman C. ; Guo, Qintian

Author_Institution

Dept. of Electr. & Comput. Eng., Univ. of Alberta, Edmonton, AB, Canada

Volume

16

Issue

12

fYear

2012

fDate

12/1/2012 12:00:00 AM

Firstpage

2064

Lastpage

2067

Abstract

The estimation of the location parameter of the generalized Gaussian distribution with shape parameter p ≥ 2 is studied and a novel estimator, based on an approximation to the maximum likelihood estimator, is proposed. The new estimator is simple with low complexity and is proved to be unbiased. Numerical results show that the mean square error of the new estimator is much lower than that of the widely used mean estimator. The new estimator has almost identical mean square error as the maximum likelihood estimator.

Keywords

Gaussian distribution; maximum likelihood estimation; mean square error methods; signal processing; generalized Gaussian distribution; location parameter estimator; maximum likelihood estimator; mean square error; shape parameter; Complexity theory; Gaussian channels; Gaussian distribution; Maximum likelihood estimation; Mean square error methods; Estimation; generalized Gaussian distribution (GGD); location parameter; maximum likelihood (ML) estimator;

fLanguage

English

Journal_Title

Communications Letters, IEEE

Publisher

ieee

ISSN

1089-7798

Type

jour

DOI

10.1109/LCOMM.2012.111412.121948

Filename

6355004