期刊
IEEE TRANSACTIONS ON SIGNAL PROCESSING
卷 49, 期 1, 页码 87-90出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/78.890346
关键词
Cramer-Rao; Fisher information matrix; parameter estimate
The case of a singular Fisher information matrix (FIM) represents a significant complication for the theory of the Cramer-Rao lower bound (CRB) that is usually handled by resorting to the pseudoinverse of the Fisher matrix, We take a different approach in which the CRB is derived as the solution to an unconstrained quadratic maximization problem, which enables us to handle the singular case in a simple yet rigorous manner. When the Fisher matrix is singular, except under unusual circumstances, any estimator having the specified bias derivatives that figure in the CRB must have infinite variance.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据