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On the Cramer-Rao bound under parametric constraints
Uppsala University.
Uppsala University.
1998 (English)In: IEEE SIGNAL PROCESSING LETTERS, ISSN 1070-9908, Vol. 5, no 7, 177-179 p.Article in journal (Other scientific) Published
Abstract [en]

This letter presents a simple expression for the Cramer-Rao bound (CRB) for parametric estimation under differentiable, deterministic constraints on the parameters, In contrast to previous works, the constrained CRB presented here does not require that th

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 1998. Vol. 5, no 7, 177-179 p.
Keyword [en]
blind channel identification; Cramer-Rao bound; equality constraints; parametric estimation; BLIND
Identifiers
URN: urn:nbn:se:uu:diva-27146OAI: oai:DiVA.org:uu-27146DiVA: diva2:55040
Note
Addresses: Stoica P, Uppsala Univ, Syst & Control Grp, S-75103 Uppsala, Sweden. Uppsala Univ, Syst & Control Grp, S-75103 Uppsala, Sweden. Stanford Univ, Dept Elect Engn, Informat Syst Lab, Stanford, CA 94305 USA.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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