• 전기학회논문지
• /
• 제62권1호
• /
• pp.101-104
• /
• 2013

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.

• 한국정보통신학회논문지
• /
• 제14권2호
• /
• pp.277-286
• /
• 2010

이동통신 시스템에서 발생하는 큰 문제점 중의 하나는 다중 경로에 의한 신호 진폭의 감쇄 현상인 페이딩을 들수 있다. 이 때 동기시스템에서 maximum a posteriori 신호 위상 추정값의 분산에 대한 Cramer-Rao bound를 고찰하여 수신신호의 위상을 추정한다. 나카가미 페이딩 채널에서의 위상의 분산값에 대한 Cramer-Rao 하한치를 발견하기 위해서 위상에 대한 확률 밀도 함수를 이용한다. 또한 순서통계량을 이용하여 일반화된 선택 합성기법에 대한 오류 확률식을 유도하여 적절한 다이버시티 가짓수를 분석하였다.

• 품질경영학회지
• /
• 제22권1호
• /
• pp.205-213
• /
• 1994

We construct a new lower bound of Cramer-Rao type for the median-unbiased estimator in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of censored reliability data are considered as examples.

• Journal of the Korean Statistical Society
• /
• 제23권1호
• /
• pp.187-198
• /
• 1994

We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

• Communications for Statistical Applications and Methods
• /
• 제6권2호
• /
• pp.443-456
• /
• 1999

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure are examined when the distribution s of lifetimes are exponential. it is assumed that due to physical restrictions and/or economic constraints the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. Comparisons of mixed replacement designs are made with those with and without replacement The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bound which is the asymptotic variance of the estimator is derived. The test conditions for minimizing the Cramer-Rao lower bound and minimizing the test costs within a desired width of the Cramer-Rao bound have been studied.

• 대한전자공학회:학술대회논문집
• /
• 대한전자공학회 1998년도 하계종합학술대회논문집
• /
• pp.635-638
• /
• 1998

This paper proposes a simple method to measure system's performance in target tracking problems. Essentially employing the Cramer-Rao lower bound (CRLB) on trakcing accuracy, an algorithm of predicting system's performance under various scenarios is developed. The input data is a collection of measurements over time fromsensors embedded in gaussian noise. The target of interest may not maneuver over the processing time interval while the own ship observing platform may maneuver in an arbitrary fashion. Th eproposed approach is demonstrated and discussed through simulation results.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제8권10호
• /
• pp.3557-3571
• /
• 2014

We develop a secret key generation scheme using phase estimation in ultra-wideband (UWB) wireless fading channels. Based on the reciprocity theorem, two terminals extract the phase of the channel as a common random source to generate secret bits. Moreover, we study the secret key rate by a pair of nodes observing correlated sources and communicating to achieve secret key agreement over public communication channels. As our main results, we establish a more practical upper bound from Cramer-Rao bound (CRB) and compare it with a universally theoretical upper bound on the shared maximum key rate from mutual information of correlated random sources. Derivation and numerical examples are presented to demonstrate the bound. Simulation studies are also provided to validate feasibility and efficiency of the proposed scheme.

• Journal of Communications and Networks
• /
• 제14권5호
• /
• pp.533-539
• /
• 2012

The performance analysis of wireless geolocation in a non-line-of-sight (NLOS) environment is a very important issue. Since Cramer-Rao lower bound (CRLB) determines the physical impossibility of the variance of an unbiased estimator being less than the bound, many studies presented the performance analysis in terms of CRLB. Several CRLBs for time-of-arrival (TOA), pseudo-range TOA, angle-of-arrival (AOA), and signal strength (SS) based positioning methods have been derived for NLOS environment. However, the performance analysis of time difference of arrival (TDOA) and TDOA/SS based geolocation techniques in a NLOS environment is still an opening issue. This paper derives the CRLBs of TDOA and TDOA/SS based positioning methods for NLOS environment. In addition, theoretical analysis proves that the derived CRLB for TDOA is the same as that of pseudo-range TOA and the TDOA/SS scheme has a lower CRLB than the TDOA (or SS) scheme.

• Journal of Communications and Networks
• /
• 제8권2호
• /
• pp.194-204
• /
• 2006

This contribution focuses on the maximum likelihood (ML) noncoherent synchronization of multi-antenna transceivers working in faded environments and employing ultra-wideband impulse radio (UWB-IR) transmit technology. In particular, the Cramer-Rao bound (CRB) is derived for the general case of multiple input multiple output (MIMO) UWB-IR systems and used to compare the ultimate performance of three basic transmit schemes, thereinafter referred to as single input multiple output (SIMO), MIMO equal signaling (MIMO-ES), and MIMO orthogonal signaling (MIMO-OS) ones. Thus, the noncoherent ML synchronizer is developed for the better performing transmit scheme (i.e., the SIMO one) and its performance is evaluated under both signal acquisition and tracking operating conditions. The performance gain in the synchronization of UWB- IR signals arising by the utilization of the multi-antenna technology is also evaluated.

• 전기학회논문지
• /
• 제60권3호
• /
• pp.648-653
• /
• 2011

We propose a new frequency offset estimation technique for multiband orthogonal frequency modulation (MB-OFDM) based ultra wideband (UWB) systems. The proposed frequency offset estimation technique is related to the scheme of Schmidl for channel model 1 (4-1Om NLOS, rms. delay =14.3ns.) using more than two symbols and with alternate symbols. Variance of frequency offset estimate obtained from the proposed frequency offset estimation technique approaches very nearing to Cramer Rao Lower Bound (CRLB) in an AWGN channel. BER performance of the proposed technique is also presented.