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

  • 제62권1호
  • /
  • Pages.101-104
  • /
  • 2013
  • /
  • 1975-8359(pISSN)
  • /
  • 2287-4364(eISSN)
대한전기학회 (The Korean Institute of Electrical Engineers)
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Poisson 잡음 하에서의 지수 감소 함수 인자 추정시의 Cramer-Rao bound

On the Cramer-Rao Bound for Estimating Parameters of Exponentially Decaying Function under Poisson Noise

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

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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참고문헌

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