English

Quasi-convexity of the asymptotic channel MSE in regularized semi blind estimation

Optimization and Control 2013-03-19 v1

Abstract

In this paper, the quasi-convexity of a sum of quadratic fractions in the form i=1n1+cix2(1+dix)2\sum_{i=1}^n \frac{1+c_i x^2}{\left(1+d_ix\right)^2} is demonstrated where cic_i and did_i are strictly positive scalars, when defined on the positive real axis R+\mathbb{R}^{+}. It will be shown that this quasi-convexity guarantees it has a unique local (and hence global) minimum. Indeed, this problem arises when considering the optimization of the weighting coefficient in regularized semi-blind channel identification problem, and more generally, is of interest in other contexts where we combine two different estimation criteria. Note that V. Buchoux {\it et.al} have noticed by simulations that the considered function has no local minima except its unique global minimum but this is the first time this result, as well as the quasi-convexity of the function is proved theoretically.

Keywords

Cite

@article{arxiv.1303.4012,
  title  = {Quasi-convexity of the asymptotic channel MSE in regularized semi blind estimation},
  author = {Abla Kammoun and Karim Abed-Meraim and Sofiene Affes},
  journal= {arXiv preprint arXiv:1303.4012},
  year   = {2013}
}