New perspectives, extensions and applications of de Bruijn identity Conference Paper uri icon

abstract

  • 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 Workshop on Signal Processing Advances in Wireless Communications (SPAWC 2012)

published proceedings

  • 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC)

author list (cited authors)

  • Park, S., Serpedin, E., & Qaraqe, K.

publication date

  • January 1, 2012 11:11 AM

publisher