Transactions of the Korean Institute of Electrical Engineers vol. 62, no. 1, pp. 101 - 104
Indexed
SCOPUS; KCI
Document Type
Article
Abstract
We computed Cramer-Rao bound for estimating amplitude and decay parameters of exponentially decaying function under Poisson noise. Since Cramer-Rao bound is the lowest variance bound for any unbiased estimator, the computed Cramer-Rao bound can be used for evaluating the performance of estimators under Poisson noise. In addition, we show that the performance of maximum-likelihood estimator is close to the Cramer-Rao bound by simulations.