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

Ji Yeong Seok; Jeong Tae Kim

doi:10.5370/KIEE.2012.62.1.101

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

Ji Yeong Seok, Jeong Tae Kim

Electronic and Electrical Engineering

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	101-104
Number of pages	4
Journal	Transactions of the Korean Institute of Electrical Engineers
Volume	62
Issue number	1
DOIs	https://doi.org/10.5370/KIEE.2012.62.1.101
State	Published - Jan 2013

Keywords

Cramer-Rao bound
Maximum-likelihood estimator
Poisson noise

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10.5370/KIEE.2012.62.1.101

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

Abstract

Keywords

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