منابع مشابه
Computing Constrained Cramer Rao Bounds
We revisit the problem of computing submatrices of the Cramér-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter θ. We explore iterative methods that avoid direct inversion of the Fisher information matrix, which can be computationally expensive when the dimension of θ is large. The computation of the bound is related to the quadratic matrix program...
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In this paper, a generalization of the Misspecified Cramér-Rao Bound (MCRB) and of the Constrained MCRB (CMCRB) to complex parameter vectors is presented. Our derivation aims at providing lower bounds on the Mean Square Error (MSE) for both circular and non-circular, MS-unbiased, mismatched estimators. A simple toy example is also presented to clarify the theoretical findings.
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The pseudo maximum likelihood estimator allows one to estimate the unknown parameters of Brown’s model for altimeter waveforms. However, the optimality of this estimator, for instance in terms of minimizing the mean square errors of the unknown parameters is not guarantied. Thus it is not clear whether there is some space for developing new estimators for the unknown parameters of altimetric si...
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Synchronization of rotations is the problem of estimating a set of rotations Ri ∈ SO(n), i = 1 . . . N based on noisy measurements of relative rotations RiR > j . This fundamental problem has found many recent applications, most importantly in structural biology. We provide a framework to study synchronization as estimation on Riemannian manifolds for arbitrary n under a large family of noise m...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2012
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2012.2204258