A Pessimistic Approximation for the Fisher Information Measure

@article{Stein2017APA,
  title={A Pessimistic Approximation for the Fisher Information Measure},
  author={Manuel S. Stein and Josef A. Nossek},
  journal={IEEE Transactions on Signal Processing},
  year={2017},
  volume={65},
  pages={386-396}
}
  • Manuel S. Stein, Josef A. Nossek
  • Published in
    IEEE Transactions on Signal…
    2017
  • Computer Science, Mathematics
  • The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter θ is considered. While the Fisher information measure F (θ) forms a classical tool for such a problem, direct computation of the information measure can become difficult in various situations. For the estimation theoretic performance analysis of nonlinear measurement systems, the form of the likelihood function can make the calculation of the… CONTINUE READING

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