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The Exact Cramer-Rao Bound for Gaussian Autoregressive Processes
IEEE Transactions on Aerospace and Electronic Systems, 1987An explicit expression is derived for the Cramer-Rao bound (CRB) on unbiased estimates of the parameters of autoregressive (AR) processes, given a finite number of measurements. The expression converges to the well-known asymptotic form of the CRB when the number of measurements tends to infinity.
Benjamin Friedlander
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Cramer-Rao bound of laser Doppler anemometer
IEEE Transactions on Instrumentation and Measurement, 2001Derives the Cramer-Rao bound (CRB) for the frequency estimation from noisy signals of laser Doppler anemometer (LDA) measurement. The obtained result is different from the CRB for harmonic signals, which is widely used by most LDA engineers today. It is concluded that the CRB by the LDA burst is two to six times as large as that by harmonic signal.
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Improvements on the Cramer-Rao bound
[Proceedings] ICASSP 91: 1991 International Conference on Acoustics, Speech, and Signal Processing, 1991In the context of nonrandom parameter estimation from a finite set of observations, the situation associated with weak Cramer-Rao bounds is addressed. It is shown that it is possible to improve the Cramer-Rao bound by incorporating higher-order derivatives of the joint probability density function (PDF) such that the sequence (of bounds) so generated ...
S. Unnikrishna Pillai +1 more
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Geometry of the Cramer-Rao bound
[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing, 1993The problem of identifying parameters, that structure the mean vector in a multivariate normal distribution, is considered. The Fisher matrix (this is a Gramian constructed from the sensitivity vectors that are the first order variation in the mean with respect to the parameters) and its inverse are studied.
Louis L. Scharf, L. Todd McWhorter
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Proceedings of 1994 IEEE Position, Location and Navigation Symposium - PLANS'94, 2002
The GDOP is frequently thought of as a number signifying the effect of satellite geometry on computed position. More generally, it is well known that the GDOP matrix is the covariance of the linearized least squares errors in estimating position and bias from pseudoranges with unit variances.
J. Chaffee, J. Abel
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The GDOP is frequently thought of as a number signifying the effect of satellite geometry on computed position. More generally, it is well known that the GDOP matrix is the covariance of the linearized least squares errors in estimating position and bias from pseudoranges with unit variances.
J. Chaffee, J. Abel
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Cramer–Rao bounds for intensity interferometry measurements
Applied Optics, 2013The question of signal-to-noise ratio (SNR) in intensity interferometry has been revisited in recent years, as researchers have realized that various innovations can offer significant improvements in SNR. These innovations include improved signal processing.
Richard, Holmes +3 more
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Cramer-Rao bounds for antenna array design
IEEE Transactions on Signal Processing, 2006We study the impact of the geometry of the (planar) antenna array on the accuracy of the estimated direction(s) of arrivals of an emitting source. We develop explicit Cramer-Rao bounds (CRBs) of the azimuth and elevation angles that show a simple structure. In particular, for a fixed elevation angle, the CRBs are cosine functions of the source azimuth,
Houcem Gazzah, Sylvie Marcos
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Cramer-Rao bounds for road profile estimation
2017 IEEE 3rd Colombian Conference on Automatic Control (CCAC), 2017In this paper, we study estimator accuracy in road profile identification. We derive a Cramer-Rao lower bound on the variances of all unbiased waviness parameter estimators for an ISO 8608 road profile, widely used in vehicle simulation and suspension control system designs. This bound explains how an estimator variance at best changes as frequency and
Akçay, Hüseyin, Türkay, Semiha
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Doppler frequency estimation and the Cramer-Rao bound
IEEE Transactions on Geoscience and Remote Sensing, 1991Addresses the problem of Doppler frequency estimation in the presence of speckle and receiver noise. An ultimate accuracy bound for Doppler frequency estimation is derived from the Cramer-Rao inequality. It is shown that estimates based on the correlation of the signal power spectra with an arbitrary weighting function are approximately Gaussian ...
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