Asymptotic achievability of the Cramér-Rao bound for noisy compressive sampling

Published

Journal Article

We consider a model of the form =Ax + n, where x ε CM is sparse with at most L nonzero coefficients in unknown locations, y ε CN is the observation vector, A CN×M is the measurement matrix and n ε CN is the Gaussian noise. We develop a Cramér-Rao bound on the mean squared estimation error of the nonzero elements of x, corresponding to the genie-aided estimator (GAE) which is provided with the locations of the nonzero elements of x. Intuitively, the mean squared estimation error of any estimator without the knowledge of the locations of the nonzero elements of x is no less than that of the GAE. Assuming that L/N is fixed, we establish the existence of an estimator that asymptotically achieves the Cramér-Rao bound without any knowledge of the locations of the nonzero elements of x as N → infinite;, for Aa random Gaussian matrix whose elements are drawn i.i.d. according to N (0,1). © 2009 IEEE.

Full Text

Duke Authors

Cited Authors

  • Babadi, B; Kalouptsidis, N; Tarokh, V

Published Date

  • January 1, 2009

Published In

Volume / Issue

  • 57 / 3

Start / End Page

  • 1233 - 1236

International Standard Serial Number (ISSN)

  • 1053-587X

Digital Object Identifier (DOI)

  • 10.1109/TSP.2008.2010379

Citation Source

  • Scopus