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Type: Journal article
Title: Fisher information as a metric of locally optimal processing and stochastic resonance
Author: Duan, F.
Chapeau-Blondeau, F.
Abbott, D.
Citation: PLoS One, 2012; 7(4):1-6
Publisher: Public Library of Science
Issue Date: 2012
ISSN: 1932-6203
Statement of
Fabing Duan, François Chapeau-Blondeau and Derek Abbott
Abstract: The origins of Fisher information are in its use as a performance measure for parametric estimation. We augment this and show that the Fisher information can characterize the performance in several other significant signal processing operations. For processing of a weak signal in additive white noise, we demonstrate that the Fisher information determines (i) the maximum output signal-to-noise ratio for a periodic signal; (ii) the optimum asymptotic efficacy for signal detection; (iii) the best cross-correlation coefficient for signal transmission; and (iv) the minimum mean square error of an unbiased estimator. This unifying picture, via inequalities on the Fisher information, is used to establish conditions where improvement by noise through stochastic resonance is feasible or not.
Keywords: Models, Statistical; Stochastic Processes; Computer Simulation; Vibration; Signal-To-Noise Ratio
Rights: Copyright: © 2012 Duan et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
RMID: 0020118343
DOI: 10.1371/journal.pone.0034282
Appears in Collections:Electrical and Electronic Engineering publications

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