On the Minimum Mean pp-th Error in Gaussian Noise Channels and its Applications

The problem of estimating an arbitrary random vector 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, properties and applications of the MMPE are derived and discussed. The optimal MMPE estimator is found for Gaussian and binary input distributions. Properties of the MMPE as a function of the input distribution, SNR and order $p$ are derived. In particular, it is shown that the MMPE is a continuous function of $p$ and SNR. These results are possible in view of interpolation and change of measure bounds on the MMPE. The `Single-Crossing-Point Property' (SCPP) that bounds the MMSE for all SNR values {\it above} a certain value, at which the MMSE is known, together with the I-MMSE relationship is a powerful tool in deriving converse proofs in information theory. By studying the notion of conditional MMPE, a unifying proof (i.e., for any $p$) of the SCPP is shown. A complementary bound to the SCPP is then shown, which bounds the MMPE for all SNR values {\it below} a certain value, at which the MMPE is known. As a first application of the MMPE, a bound on the conditional differential entropy in terms of the MMPE is provided, which then yields a generalization of the Ozarow-Wyner lower bound on the mutual information achieved by a discrete input on a Gaussian noise channel. As a second application, the MMPE is shown to improve on previous characterizations of the phase transition phenomenon that manifests, in the limit as the length of the capacity achieving code goes to infinity, as a discontinuity of the MMSE as a function of SNR. As a final application, the MMPE is used to show bounds on the second derivative of mutual information, that tighten previously known bounds

Modulation and Estimation with a Helper

The problem of transmitting a parameter value over an additive white Gaussian noise (AWGN) channel is considered, where, in addition to the transmitter and the receiver, there is a helper that observes the noise non-causally and provides a description of limited rate $R_\mathrm{h}$ to the transmitter and/or the receiver. We derive upper and lower bounds on the optimal achievable $\alpha$-th moment of the estimation error and show that they coincide for small values of $\alpha$ and for low SNR values. The upper bound relies on a recently proposed channel-coding scheme that effectively conveys $R_\mathrm{h}$ bits essentially error-free and the rest of the rate - over the same AWGN channel without help, with the error-free bits allocated to the most significant bits of the quantized parameter. We then concentrate on the setting with a total transmit energy constraint, for which we derive achievability results for both channel coding and parameter modulation for several scenarios: when the helper assists only the transmitter or only the receiver and knows the noise, and when the helper assists the transmitter and/or the receiver and knows both the noise and the message. In particular, for the message-informed helper that assists both the receiver and the transmitter, it is shown that the error probability in the channel-coding task decays doubly exponentially. Finally, we translate these results to those for continuous-time power-limited AWGN channels with unconstrained bandwidth. As a byproduct, we show that the capacity with a message-informed helper that is available only at the transmitter can exceed the capacity of the same scenario when the helper knows only the noise but not the message.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl