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On the Cramer-Rao bound for estimating parameters of exponentially decaying function under poisson noise

Title
On the Cramer-Rao bound for estimating parameters of exponentially decaying function under poisson noise
Authors
Seok J.-Y.Kim J.-T.
Ewha Authors
김정태
SCOPUS Author ID
김정태scopus
Issue Date
2013
Journal Title
Transactions of the Korean Institute of Electrical Engineers
ISSN
1975-8359JCR Link
Citation
vol. 62, no. 1, pp. 101 - 104
Indexed
SCOPUS; KCI scopus
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.
DOI
10.5370/KIEE.2012.62.1.101
Appears in Collections:
엘텍공과대학 > 전자공학과 > Journal papers
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