DocumentCode
1423817
Title
CRLB Based Optimal Noise Enhanced Parameter Estimation Using Quantized Observations
Author
Balkan, Gökce Osman ; Gezici, Sinan
Author_Institution
Dept. of Electr. & Electron. Eng., Bilkent Univ., Ankara, Turkey
Volume
17
Issue
5
fYear
2010
fDate
5/1/2010 12:00:00 AM
Firstpage
477
Lastpage
480
Abstract
In this letter, optimal additive noise is characterized for parameter estimation based on quantized observations. First, optimal probability distribution of noise that should be added to observations is formulated in terms of a Cramer-Rao lower bound (CRLB) minimization problem. Then, it is proven that optimal additive ??noise?? can be represented by a constant signal level, which means that randomization of additive signal levels is not needed for CRLB minimization. In addition, the results are extended to the cases in which there exists prior information about the unknown parameter and the aim is to minimize the Bayesian CRLB (BCRLB). Finally, a numerical example is presented to explain the theoretical results.
Keywords
AWGN; parameter estimation; quantisation (signal); statistical distributions; CRLB; Cramer-Rao lower bound; additive noise enhanced estimation; parameter estimation; probability distribution; quantized observations; Cramer–Rao lower bound; estimation; noise enhanced estimation; quantization;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2010.2043787
Filename
5419056
Link To Document