KIEE - The Transactions of the Korean Institute of Electrical Engineers

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The Transactions of the Korean Institute of Electrical Engineers

The Transactions of the Korean Institute of Electrical Engineers

ISO Journal TitleTrans. Korean. Inst. Elect. Eng.

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Title	On the Cramer-Rao Bound for Estimating Parameters of Exponentially Decaying Function under Poisson Noise
Authors	석지영(Seok, Ji-Yeong) ; 김정태(Kim, Jeong-Tae)
DOI	https://doi.org/10.5370/KIEE.2012.62.1.101
Page	pp.101-104
ISSN	1975-8359
Keywords	Cramer-Rao bound ; Maximum-likelihood estimator ; Poisson noise
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.

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