New perspectives, extensions and applications of de Bruijn identity

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

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 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.

Original languageEnglish
Title of host publication2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
Pages399-403
Number of pages5
DOIs
Publication statusPublished - 2012
Externally publishedYes
Event2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012 - Cesme, Turkey
Duration: 17 Jun 201220 Jun 2012

Other

Other2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012
CountryTurkey
CityCesme
Period17/6/1220/6/12

    Fingerprint

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Computer Science Applications
  • Information Systems

Cite this

Park, S., Serpedin, E., & Qaraqe, K. (2012). New perspectives, extensions and applications of de Bruijn identity. In 2012 IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012 (pp. 399-403). [6292936] https://doi.org/10.1109/SPAWC.2012.6292936