Browse > Article
http://dx.doi.org/10.5370/KIEE.2012.62.1.101

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

Seok, Ji-Yeong (Dept. of Electronics Engineering, Ewha womans University)
Kim, Jeong-Tae (Dept. of Electronics Engineering, Ewha womans University)
Publication Information
The Transactions of The Korean Institute of Electrical Engineers / v.62, no.1, 2013 , pp. 101-104 More about this Journal
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.
Keywords
Cramer-Rao bound; Maximum-likelihood estimator; Poisson noise;
Citations & Related Records
연도 인용수 순위
  • Reference
1 S. L. Tantum and L. M. Collins, "A parameter transformation and Cramer-Rao bounds for estimating decay rates from exponential signals," in IGARSS '02. 2002 IEEE International, vol. 4, pp.2568-2571, (2002).
2 J. R. Lakowicz, Principles of Fluorescence Spectroscopy (Kluwer Academic/Plenum Publishers, 1999), 2nd ed.
3 A. U. Jibia, M-J. E. Salami, O. O. Khalifa and F.A.M. Elfaki, "Cramer-Rao Lower Bound for Parameter Estimation of Multiexponential Signals," in IWSSIP 2009, pp.1-5 (2009).
4 A. Papoulis, Probability, Random variables, and Stochastic Processes (McGraw-Hill, Inc, 2002), 4th ed.
5 P. Hall, and B. Selinger, "Better estimates of exponential decay parameters", J. Phys. Chem. vol. 85, No. 20, pp.2941-2946 (1981).   DOI
6 H. Van Trees, Detection, Estimation, and Modulation Theory, no. v. in Detection, Estimation, and Modulation Theory (John Wiley & Sons, 2001).