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New expression for the functional transformation of the vector Cramér-Rao lower bound

Nasir, Ali A; Mehrpouyan, Hani; Kennedy, Rodney A

Description

Assume that it is desired to estimate α = f(θ), where f(·) is an r-dimensional function. This paper derives the general expression for the functional transformation of the vector Cramér-Rao lower bound (CRLB). The derived bound is a tight lower bound on the estimation of uncoupled parameters, i.e., parameters that can be estimated separately. Unlike previous results in the literature, this new expression is not dependent on the inverse of the Fisher's information matrix (FIM) of the...[Show more]

CollectionsANU Research Publications
Date published: 2013-06
Type: Journal article
URI: http://hdl.handle.net/1885/11594
Source: IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
DOI: 10.1109/SPAWC.2013.6612079

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