I. Introduction
The signal recovery is an important application where the objective is to reconstruct the clean signal from the disturbance corrupted measurements. Speaking of disturbance, Gaussian noise is used very often because Gaussian distribution presents a closed-form expression of probability density function (PDF) and therefore, it is easy to handle. In addition to that, if certain structure of signal is exploited, different approaches are developed over the years to exploit the structures. For example, if the sparse property of signal of interest is utilized, the compressed sensing (CS) theory states that the signal can be recovered from a small percentage of measurements by solving optimization problem of minimize , where is -norm to promote signal sparsity. This approach and its improved versions are successfully applied across different fields such as image processing [1], [2], speech processing [3] – [5], MRI [6], [7], interference suppression in radar signals [8] and many more.