Matrix CRLB scaling due to measurements of uncertain origin

IEEE Transactions on Signal Processing

Volumn 49, Issue 7, 2001, Pages 1325-1335

  Niu, Ruixin ^b   Willett, Peter ^a,b   Bar Shalom, Yaakov ^a,b  

^a IEEE   (United States)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE WHITE GAUSSIAN NOISE; CRAMER-RAO LOWER BOUND; INFORMATION REDUCTION FACTOR; MEAN SQUARED ERROR;

COMPUTER SIMULATION; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; SIGNAL TO NOISE RATIO; VECTORS; WHITE NOISE;

SIGNAL DETECTION;

EID: 0035398287     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.928687     Document Type: Article

References (15)

1. A lower bound on the estimation error for markov processes
2. A Cramer-Rao bound for multidimensional discrete-time dynamical systems
3. Lower bounds on estimator performance for energy-invariant parameters of multidimensional poisson processes
4. Status of CR-like lower bounds for nonlinear filtering
5. Track formation with bearing and frequency measurements
6. Systems of frequency curves generated by methods of translation
7. Low-observable target motion analysis using amplitude information
8. Posterior cramer-rao bounds for discrete-time nonlinear filtering