English

Some Relations between Divergence Derivatives and Estimation in Gaussian channels

Information Theory 2010-02-04 v1 math.IT

Abstract

The minimum mean square error of the estimation of a non Gaussian signal where observed from an additive white Gaussian noise channel's output, is analyzed. First, a quite general time-continuous channel model is assumed for which the behavior of the non-Gaussianess of the channel's output for small signal to noise ratio q, is proved. Then, It is assumed that the channel input's signal is composed of a (normalized) sum of N narrowband, mutually independent waves. It is shown that if N goes to infinity, then for any fixed q (no mater how big) both CMMSE and MMSE converge to the signal energy at a rate which is proportional to the inverse of N. Finally, a known result for the MMSE in the one-dimensional case, for small q, is used to show that all the first four terms in the Taylor expansion of the non-Gaussianess of the channel's output equal to zero.

Keywords

Cite

@article{arxiv.1002.0680,
  title  = {Some Relations between Divergence Derivatives and Estimation in Gaussian channels},
  author = {Jacob Binia},
  journal= {arXiv preprint arXiv:1002.0680},
  year   = {2010}
}

Comments

Submitted to the IEEE Transactions on Information Theory

R2 v1 2026-06-21T14:42:48.529Z