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On the Analysis of the Fisher Information of a Perturbed Linear Model After Random Compression.

Authors :
Jiang Zhu
Lin Han
Zhiwei Xu
Blum, Rick S.
Source :
IEEE Signal Processing Letters; Jan2018, Vol. 25 Issue 1, p100-104, 5p
Publication Year :
2018

Abstract

The impact of random compression on the Fisher information matrix (FIM) and the Cramér-Rao bound (CRB) is studied when estimating unknown complex parameters in the perturbed linear model. A random compression matrix is considered whose elements are i.i.d. standard complex normal random variables. The FIM averaged over compression is equal to a scalar of the FIM before compression plus an additional term. The upper and lower bounds of the CRB averaged over the random compression matrix are also given. Finally, numerical results are conducted to verify our theoretical results. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
10709908
Volume :
25
Issue :
1
Database :
Complementary Index
Journal :
IEEE Signal Processing Letters
Publication Type :
Academic Journal
Accession number :
127948993
Full Text :
https://doi.org/10.1109/LSP.2017.2769129