• 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