Fisher information matrix, Rao test, and Wald test for complex-valued signals and their applications

摘要

The Fisher information matrix (FIM) is an important tool in signal processing. In this paper, we investigate the FIM with respect to the complex-valued quantities, and show its application in signal processing, such as the design of the Rao and Wald tests, and the derivation of the Cramer-Rao bound for the unbiased estimate. Some examples are also given.