B. Friedlander
Abstract
The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the CRLB for ARMA and AR-plus-noise models are presented. It is shown that the CRLB can be expressed as an explicit function of the model parameters.
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The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the CRLB for ARMA and AR-plus-noise models are presented. It is shown that the CRLB can be expressed as an explicit function of the model parameters.
Key concepts: Cramér–Rao bound, Estimation theory, Upper and lower bounds, Computation, Algorithm, Mathematics, Function (biology), Computer science