The fisher information matrix and the CRLB in a non-AWGN model for the phase retrieval problem

Radu Victor Balan · 2015

In this paper we derive the Fisher information matrix and the Cramer-Rao lower bound for the non-additive white Gaussian noise model yk = |{x, fk) + μk|2, 1 ≤ k ≤ m, where {f1, · · ·, fm} is a spanning set for Cnand (μ1, ..., μm) are i.i.d. realizations of the Gaussian complex process CN(0, ρ2). We obtain closed form expressions that include quadrature integration of elementary functions.

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