The Transactions of The Korean Institute of Electrical Engineers (전기학회논문지)

The Korean Institute of Electrical Engineers (대한전기학회)
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On the Cramer-Rao Bound for Estimating Parameters of Exponentially Decaying Function under Poisson Noise

Poisson 잡음 하에서의 지수 감소 함수 인자 추정시의 Cramer-Rao bound

  • Seok, Ji-Yeong (Dept. of Electronics Engineering, Ewha womans University) ;
  • Kim, Jeong-Tae (Dept. of Electronics Engineering, Ewha womans University)
  • 석지영 (이화여자대학교 전자공학과) ;
  • 김정태 (이화여자대학교 전자공학과)
  • Received : 2012.10.10
  • Accepted : 2012.12.04
  • Published : 2013.01.01
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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.

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References

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