Cramér-Rao Bound Under Norm Constraint

Published: 13/08/2019
Cramér-Rao Bound Under Norm Constraint
Source: IEEEXPLORE.IEEE.ORG

The constrained Cramér-Rao bound (CCRB) is a benchmark for constrained parameter estimation. However, the CCRB unbiasedness conditions are too strict and thus, the CCRB may not be a lower bound for estimators under constraints. The recently developed Lehmann-unbiased-CCRB (LU-CCRB) was shown to be a lower bound for the commonly used constrained maximum likelihood (CML) estimator performance

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