The gaussian data assumption leads to the largest cramér-rao bound

IEEE Signal Processing Magazine

Volumn 28, Issue 3, 2011, Pages 132-133

  Stoica, Petre ^a   Babu, Prabhu ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN DISTRIBUTION;

DATA DISTRIBUTION; GAUSSIAN ASSUMPTION; GAUSSIAN DATA; GAUSSIANS; GENERAL CLASS; MIN-MAX; OPTIMAL DESIGN; PARAMETER ESTIMATION PROBLEMS;

PARAMETER ESTIMATION;

EID: 85032750948     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/MSP.2011.940411     Document Type: Article

References (5)

1. J. Delmas and H. Abeida, "Stochastic Cramér- Rao bound for noncircular signals with application to DOA estimation," IEEE Trans. Signal Processing, vol. 52, no. 11, pp. 3192-3199, 2004.
2. P. Stoica and R. Moses, Spectral Analysis of Signals. Upper Saddle River, NJ: Prentice -Hall, 2005.
3. J. Bercher and C. Vignat, "On minimum Fisher information distributions with restricted support and fixed variance," Inform. Sci., vol. 179, no. 22, pp. 3832-3842, 2009.
4. T. Söderström and P. Stoica, System Identification. Englewood Cliffs, NJ: Prentice-Hall, 1989.
5. H. Cramér, "A contribution to the theory of statistical estimation," Skand. Aktuarietidskr., vol. 29, pp. 85-94, 1946.