An optimum shrinkage estimator based on minimum-probability-of-error criterion and application to signal denoising

We address the problem of designing an optimal pointwise shrinkage estimator in the transform domain, based on the minimum probability of error (MPE) criterion. We assume an additive model for the noise corrupting the clean signal. The proposed formulation is general in the sense that it can handle various noise distributions. We consider various noise distributions (Gaussian, Student´s-t, and Laplacian) and compare the denoising performance of the estimator obtained with the mean-squared error (MSE)-based estimators. The MSE optimization is carried out using an unbiased estimator of the MSE, namely Stein´s Unbiased Risk Estimate (SURE). Experimental results show that the MPE estimator outperforms the SURE estimator in terms of SNR of the denoised output, for low (0-10 dB) and medium values (10-20 dB) of the input SNR.