Note for Cramer-Rao Bounds
نویسنده
چکیده
• (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), as f (â (R)) = 0M×1 (1) ⇒ Problem is finding the CRB for the above estimator.
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