A lower bound for the fisher information measure

Manuel Stein, Amine Mezghani, Josef A. Nossek

Research output: Contribution to journalArticlepeer-review

45 Scopus citations

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 languageEnglish
Article number6783980
Pages (from-to)796-799
Number of pages4
JournalIEEE Signal Processing Letters
Volume21
Issue number7
DOIs
StatePublished - Jul 2014

Keywords

  • Estimation theory
  • minimum Fisher information
  • non-linear systems

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