Handbook of Differential Entropy

176 Handbook of Differential Entropy

0 5 10

−15

−10

−5

0

5

10

15

t

Amplitude

τ

Uncorrupted

SNR=10dB

FIGURE 6.4

Clean and corrupted (return) pulse with an SNR of 10dB. The goal of the

estimator is to find the time τ between the time the pulse is sent and the time

at which it returns.

for parameters σ, β > 0. As the shape parameter β → ∞, the generalized nor-

mal distribution approaches the Uniform distribution (see Generalized Normal

Distribution in Chapter 4). However, unlike the Uniform distribution, the gen-

eralized normal possesses continuous support [−∞, ∞]. This is important as it

allows one to derive the CRLB on the variance of the error of an unbiased es- ...