CRLB Based Optimal Noise Enhanced Parameter Estimation Using Quantized Observations

被引:32
|
作者
Balkan, Goekce Osman [1 ]
Gezici, Sinan [1 ]
机构
[1] Bilkent Univ, Dept Elect & Elect Engn, TR-06800 Ankara, Turkey
关键词
Cramer-Rao lower bound; estimation; noise enhanced estimation; quantization; DISTRIBUTED ESTIMATION;
D O I
10.1109/LSP.2010.2043787
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
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.
引用
收藏
页码:477 / 480
页数:4
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