On the minimum mean p-th error in Gaussian noise channels and its applications

Abstract

The problem of estimating an arbitrary random variable from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the minimum mean p-th error (MMPE), is considered. The classical minimum mean square error (MMSE) is a special case of the MMPE. Several bounds and properties of the MMPE are derived and discussed. As applications of the new MMPE bounds, this paper presents: (a) a new upper bound for the MMSE that complements the `single-crossing point property' for all SNR values below a certain value at which the MMSE is known, (b) an improved characterization of the phase-transition phenomenon which manifests, in the limit as the length of the capacity achieving code goes to infinity, as a discontinuity of the MMSE, and (c) new bounds on the second derivative of mutual information, or the first derivative of MMSE, that tighten previously known bounds.