Cramer-Rao bounds in functional form: theory and application to passive optical ranging.

Abstract

A functional approach to the multivariate statistical model of a generalized incoherent passive optical ranging and imaging system with a CCD sensor is proposed. This approach implies that a large number of discrete, statistically independent, random data (pixel readouts) can be approximated by a continuous random function. Thus, the joint probability density function (PDF) takes a functional form; the statistical averages of the infinite-variate PDF and the Fisher information become functional integrals that can be treated analytically in the Gaussian approximation. The Cramer-Rao bounds on estimator-error variances are obtained for the scalar and functional deterministic parameters of the model. An approximate expression is derived for the PDF of the sum of independent Gaussian and Poisson random variables using the steepest-descent method, and the resulting PDF is shown to be asymptotically Gaussian. As an illustration, we apply the developed approach to a passive optical rangefinder with chiral wavefront coding. Numerical and experimental examples are presented.