Fisher Information as a Metric of Locally Optimal Processing and Stochastic Resonance
Identifieur interne : 005384 ( Main/Exploration ); précédent : 005383; suivant : 005385Fisher Information as a Metric of Locally Optimal Processing and Stochastic Resonance
Auteurs : Fabing Duan [République populaire de Chine] ; François Chapeau-Blondeau [France] ; Derek Abbott [Australie]Source :
- PLoS ONE [ 1932-6203 ] ; 2012.
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.
Url:
DOI: 10.1371/journal.pone.0034282
PubMed: 22493686
PubMed Central: 3320899
Affiliations:
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uniqKey="Chapeau Blondeau F" first="François" last="Chapeau-Blondeau">François Chapeau-Blondeau</name><affiliation wicri:level="4"><nlm:aff id="aff2"><addr-line>Laboratoire d'Ingénierie des Systèmes Automatisés (LISA), Université d'Angers, Angers, France</addr-line></nlm:aff><country xml:lang="fr">France</country><wicri:regionArea>Laboratoire d'Ingénierie des Systèmes Automatisés (LISA), Université d'Angers, Angers</wicri:regionArea><placeName><region type="region">Pays de la Loire</region><region type="old region">Pays de la Loire</region><settlement type="city">Angers</settlement><settlement type="city">Angers</settlement></placeName><orgName type="university">Université d'Angers</orgName></affiliation></author><author><name sortKey="Abbott, Derek" sort="Abbott, Derek" uniqKey="Abbott D" first="Derek" last="Abbott">Derek Abbott</name><affiliation wicri:level="1"><nlm:aff id="aff3"><addr-line>Centre for Biomedical Engineering (CBME) and School of Electrical & Electronic Engineering, The University of Adelaide, Adelaide, Southern Australia, Australia</addr-line></nlm:aff><country xml:lang="fr">Australie</country><wicri:regionArea>Centre for Biomedical Engineering (CBME) and School of Electrical & Electronic Engineering, The University of Adelaide, Adelaide, Southern Australia</wicri:regionArea><wicri:noRegion>Southern Australia</wicri:noRegion></affiliation></author></analytic><series><title level="j">PLoS ONE</title><idno type="eISSN">1932-6203</idno><imprint><date when="2012">2012</date></imprint></series></biblStruct></sourceDesc></fileDesc><profileDesc><textClass></textClass></profileDesc></teiHeader><front><div type="abstract" xml:lang="en"><p>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.</p></div></front><back><div1 type="bibliography"><listBibl><biblStruct><analytic><author><name sortKey="Cover, Tm" uniqKey="Cover T">TM Cover</name></author><author><name sortKey="Thomas, Ja" uniqKey="Thomas J">JA Thomas</name></author></analytic></biblStruct><biblStruct><analytic><author><name sortKey="Kay, S" uniqKey="Kay S">S Kay</name></author></analytic></biblStruct><biblStruct><analytic><author><name sortKey="Capon, J" uniqKey="Capon J">J Capon</name></author></analytic></biblStruct><biblStruct><analytic><author><name sortKey="Poor, Hv" uniqKey="Poor H">HV Poor</name></author><author><name sortKey="Thomas, Jb" uniqKey="Thomas J">JB Thomas</name></author></analytic></biblStruct><biblStruct><analytic><author><name sortKey="Lu, Nh" uniqKey="Lu N">NH Lu</name></author><author><name sortKey="Eisenstein, B" 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Brown</name></author></analytic></biblStruct></listBibl></div1></back></TEI><affiliations><list><country><li>Australie</li><li>France</li><li>République populaire de Chine</li></country><region><li>Pays de la Loire</li></region><settlement><li>Angers</li></settlement><orgName><li>Université d'Angers</li></orgName></list><tree><country name="République populaire de Chine"><noRegion><name sortKey="Duan, Fabing" sort="Duan, Fabing" uniqKey="Duan F" first="Fabing" last="Duan">Fabing Duan</name></noRegion></country><country name="France"><region name="Pays de la Loire"><name sortKey="Chapeau Blondeau, Francois" sort="Chapeau Blondeau, Francois" uniqKey="Chapeau Blondeau F" first="François" last="Chapeau-Blondeau">François Chapeau-Blondeau</name></region></country><country name="Australie"><noRegion><name sortKey="Abbott, Derek" sort="Abbott, Derek" uniqKey="Abbott D" first="Derek" last="Abbott">Derek Abbott</name></noRegion></country></tree></affiliations></record>Pour manipuler ce document 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