Title :
New perspectives, extensions and applications of de Bruijn identity
Author :
Park, Sangwoo ; Serpedin, Erchin ; Qaraqe, Khalid
Author_Institution :
Electr. & Comput. Eng. Dept., Texas A&M Univ., College Station, TX, USA
Abstract :
This paper focuses on de Bruijn identity, a fundamental result that relates two important concepts: Fisher information and differential entropy. A novel relationship with Stein identity and extensions of de Bruijn identity are first presented. Then several applications of de Bruijn identity in deriving the Bayesian Cramér-Rao lower bound (BCRLB), Cramér-Rao lower bound (CRLB), and a new lower bound, tighter than the BCRLB, are presented. The paper concludes with an application of de Bruijn identity in designing min-max optimal training sequences for channel estimation and synchronization in the presence of unknown noise distribution.
Keywords :
channel estimation; entropy; minimax techniques; Bayesian Cramér-Rao lower bound; Fisher information; Stein identity; channel estimation; de Bruijn identity; differential entropy; min-max optimal training sequence designing; unknown noise distribution; Bayesian methods; Covariance matrix; Entropy; Equations; Noise; Training; Vectors;
Conference_Titel :
Signal Processing Advances in Wireless Communications (SPAWC), 2012 IEEE 13th International Workshop on
Conference_Location :
Cesme
Print_ISBN :
978-1-4673-0970-7
DOI :
10.1109/SPAWC.2012.6292936