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

Ji Yeong Seok, Jeong Tae Kim

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)101-104
Number of pages4
JournalTransactions of the Korean Institute of Electrical Engineers
Volume62
Issue number1
DOIs
StatePublished - Jan 2013

Keywords

  • Cramer-Rao bound
  • Maximum-likelihood estimator
  • Poisson noise

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