Abstract
The problem how to approximately determine the value of the Fisher information measure for a general parametric probabilistic system is considered. Having available the first and second moment of the system output in a parametric form, it is shown that the information measure can be bounded from below through a replacement of the original system by a Gaussian system with equivalent moments. The presented technique is applied to a system of practical importance and the potential quality of the bound is demonstrated.
Original language | English |
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Article number | 6783980 |
Pages (from-to) | 796-799 |
Number of pages | 4 |
Journal | IEEE Signal Processing Letters |
Volume | 21 |
Issue number | 7 |
DOIs | |
State | Published - Jul 2014 |
Keywords
- Estimation theory
- minimum Fisher information
- non-linear systems