New Perspectives, Extensions and Applications of De Bruijn Identity
Additional Document Info
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 Cramr-Rao lower bound (BCRLB), Cramr-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. 2012 IEEE.
name of conference
2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC)