Next Article in Journal
Generalized Maximum Entropy Analysis of the Linear Simultaneous Equations Model
Previous Article in Journal
Autonomous Search for a Diffusive Source in an Unknown Structured Environment
Article Menu

Export Article

Open AccessArticle
Entropy 2014, 16(2), 814-824; doi:10.3390/e16020814

A Note on the W-S Lower Bound of the MEE Estimation

1
Institute of Artificial Intelligence and Robotics, Xi'an Jiaotong University, Xi'an 710049, China
2
Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA
*
Author to whom correspondence should be addressed.
Received: 5 November 2013 / Revised: 7 January 2014 / Accepted: 26 January 2014 / Published: 10 February 2014
View Full-Text   |   Download PDF [216 KB, uploaded 24 February 2015]   |  

Abstract

The minimum error entropy (MEE) estimation is concerned with the estimation of a certain random variable (unknown variable) based on another random variable (observation), so that the entropy of the estimation error is minimized. This estimation method may outperform the well-known minimum mean square error (MMSE) estimation especially for non-Gaussian situations. There is an important performance bound on the MEE estimation, namely the W-S lower bound, which is computed as the conditional entropy of the unknown variable given observation. Though it has been known in the literature for a considerable time, up to now there is little study on this performance bound. In this paper, we reexamine the W-S lower bound. Some basic properties of the W-S lower bound are presented, and the characterization of Gaussian distribution using the W-S lower bound is investigated. View Full-Text
Keywords: estimation; entropy; MEE estimation; W-S lower bound estimation; entropy; MEE estimation; W-S lower bound
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

Scifeed alert for new publications

Never miss any articles matching your research from any publisher
  • Get alerts for new papers matching your research
  • Find out the new papers from selected authors
  • Updated daily for 49'000+ journals and 6000+ publishers
  • Define your Scifeed now

SciFeed Share & Cite This Article

MDPI and ACS Style

Chen, B.; Wang, G.; Zheng, N.; Principe, J.C. A Note on the W-S Lower Bound of the MEE Estimation. Entropy 2014, 16, 814-824.

Show more citation formats Show less citations formats

Related Articles

Article Metrics

Article Access Statistics

1

Comments

[Return to top]
Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top