Fisher information as a performance metric for locally optimum processing

نویسندگان

  • Fabing Duan
  • François Chapeau-Blondeau
  • Derek Abbott
چکیده

For a known weak signal in additive white noise, the asymptotic performance of a locally optimum processor (LOP) is shown to be given by the Fisher information (FI) of a standardized even probability density function (PDF) of noise in three cases: (i) the maximum signal-tonoise ratio (SNR) gain for a periodic signal; (ii) the optimal asymptotic relative efficiency (ARE) for signal detection; (iii) the best cross-correlation gain (CG) for signal transmission. The minimal FI is unity, corresponding to a Gaussian PDF, whereas the FI is certainly larger than unity for any non-Gaussian PDFs. In the sense of a realizable LOP, it is found that the dichotomous noise PDF possesses an infinite FI for known weak signals perfectly processed by the corresponding LOP. The significance of FI lies in that it provides a upper bound for the performance of locally optimum processing.

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عنوان ژورنال:
  • CoRR

دوره abs/1111.5679  شماره 

صفحات  -

تاریخ انتشار 2011