This paper focusses on the sparse estimation in the situation where both the the sensing matrix and the measurement vector are corrupted by additive Gaussian noises. The performance bound of sparse estimation is analyzed and discussed in depth. Two types of lower bounds, the constrained Cramér-Rao bound (CCRB) and the HammersleyChapman-Robbins bound (HCRB), are discussed. It is shown that the situation with sensing matrix perturbation is more complex than the one with only measurement noise. For the CCRB, its closed-form expression is deduced. It demonstrates a gap between the maximal and nonmaximal support cases. It is also revealed that a gap lies between the CCRB and the MSE of the oracle pseudoinverse estimator, but it approaches zero asymptotically when the problem dimensions tend to infinity. For a tighter bound, the HCRB, despite of the difficulty in obtaining a simple expression for general sensing matrix, a closed-form expression in the unit sensing matrix case is derived for a qualitative study of the performance bound. It is shown that the gap between the maximal and nonmaximal cases is eliminated for the HCRB. Numerical simulations are performed to verify the theoretical results in this paper.
The problem of characterizing sparse signal recovery with sensing matrix perturbation is studied in REF and bounds on the estimation error is found based on the Cramér-Rao bound and the Hammersley-Chapman-Robbins bound.
On the Performance Bound of Sparse Estimation with Sensing Matrix Perturbation
ArXiv
ArXiv
Mathematics Computer Science