A SIMPLE DERIVATION OF THE CONSTRAINED MULTIPLE PARAMETER CRAMER-RAO BOUND

被引：84

作者：

MARZETTA, TL

机构：

[1] Nichols Research Corporation, Wakefield

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1993年 / 41卷 / 06期

关键词：

Boundary value problems - Constraint theory - Matrix algebra - Parameter estimation;

D O I：

10.1109/78.218151

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Recently Gorman and Hero obtained a remarkable extension to the classical multiple parameter Cramer-Rao (CR) lower bound that accounts for deterministic, nonlinear equality constraints on the parameters. The virtue of Gorman and Hero's new result is that the constrained CR bound on all of the parameters is obtained by a subtracting an easily computed nonnegative definite correction matrix from the unconstrained CR bound matrix. This correspondence presents a new, simple derivation of the constrained CR bound and a new necessary condition for an estimator to satisfy the constrained CR bound with equality.

引用

页码：2247 / 2249

页数：3