Estimation in Poisson Noise: Properties of the Conditional Mean Estimator
share
This paper considers estimation of a random variable in Poisson noise with signal scaling coefficient and dark current as explicit parameters of the noise model. Specifically, the paper focuses on properties of the conditional mean estimator as a function of the scaling coefficient, the dark current parameter, the distribution of the input random variable and channel realizations. With respect to the scaling coefficient and the dark current several identities in terms of derivatives are established. For example, it is shown that the derivative of the conditional mean estimator with respect to the dark current parameter is proportional to the conditional variance. Moreover, a version of score function is proposed and a Tweedie-like formula for the conditional expectation is recovered. With respect to the distribution several regularity conditions are shown. For instance, it is shown that the conditional mean estimator uniquely determines the input distribution. Moreover, it is shown that if the conditional expectation is close to a linear function in the mean squared error, then the input distribution is approximately gamma in the Lévy distance.
READ FULL TEXT