2013/06/30 by Manuel Stein, Amine Mezghani, Josef A. Nossek · 1 citation
Computer Science · Mathematics · #cs.IT #math.IT
paper · pdf · doi:10.1109/lsp.2014.2316008
4 pages, submitted to IEEE Signal Processing Letters
arxiv created 2014/04/07 · arxiv updated 2015/06/16
The problem how to approximately determine the absolute value of the Fisher information measure for a general parametric probabilistic system is considered. Having available the first and second moment of the system output in a parametric form, it is shown that the information measure can be bounded from below through a replacement of the original system by a Gaussian system with equivalent moments. The presented technique is applied to a system of practical importance and the potential quality of the bound is demonstrated.