TY - GEN
T1 - New perspectives, extensions and applications of de Bruijn identity
AU - Park, Sangwoo
AU - Serpedin, Erchin
AU - Qaraqe, Khalid
PY - 2012
Y1 - 2012
N2 - This paper focuses on de Bruijn identity, a fundamental result that relates two important concepts: Fisher information and differential entropy. A novel relationship with Stein identity and extensions of de Bruijn identity are first presented. Then several applications of de Bruijn identity in deriving the Bayesian Cramér-Rao lower bound (BCRLB), Cramér-Rao lower bound (CRLB), and a new lower bound, tighter than the BCRLB, are presented. The paper concludes with an application of de Bruijn identity in designing min-max optimal training sequences for channel estimation and synchronization in the presence of unknown noise distribution.
AB - This paper focuses on de Bruijn identity, a fundamental result that relates two important concepts: Fisher information and differential entropy. A novel relationship with Stein identity and extensions of de Bruijn identity are first presented. Then several applications of de Bruijn identity in deriving the Bayesian Cramér-Rao lower bound (BCRLB), Cramér-Rao lower bound (CRLB), and a new lower bound, tighter than the BCRLB, are presented. The paper concludes with an application of de Bruijn identity in designing min-max optimal training sequences for channel estimation and synchronization in the presence of unknown noise distribution.
UR - http://www.scopus.com/inward/record.url?scp=84868009930&partnerID=8YFLogxK
U2 - 10.1109/SPAWC.2012.6292936
DO - 10.1109/SPAWC.2012.6292936
M3 - Conference contribution
AN - SCOPUS:84868009930
SN - 9781467309714
T3 - IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
SP - 399
EP - 403
BT - 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
T2 - 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
Y2 - 17 June 2012 through 20 June 2012
ER -