منابع مشابه
Note for Cramer-Rao Bounds
• (z)r and (z)i denote the real and imaginary part of z. II. CONSTRAINED CRAMER-RAO BOUND A. Problem Statement Problem statement and notation are based on [1]. • a: a K × 1 non-random vector which are to be estimated. • r: an observation of a random vector . • â (R): an estimate of a basing on the observed vector r . It is required that â (R) satisfies M nonlinear equality constraints (M < K), ...
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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 a previous paper [1] we presented a method for atomic decomposition with chirped, Gabor functions based on maximum likelihood estimation. In this paper we present the Cramér-Rao lower bounds for estimating the seven chirp parameters, and the results of a simulation showing that our sub-optimal, but computationally tractable, estimators perform well in comparison to the bound at low signal-to...
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New definitions of determinant functionals over the quaternion skew field are given in this paper. The inverse matrix over the quaternion skew field is represented by analogues of the classical adjoint matrix. Cramer rule for right and left quaternionic systems of linear equations have been obtained.
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The Fisher information matrix determines how much information a measurement brings about the parameters that index the underlying probability distribution for the measurement. In this paper we assume that the parameters structure the mean value vector in a multivariate normal distribution. The Fisher matrix is. then a Gramian constructed from the sensitivity vectors that characterize the first-...
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ژورنال
عنوان ژورنال: The Canadian Entomologist
سال: 1893
ISSN: 0008-347X,1918-3240
DOI: 10.4039/ent25294-11