On the Cramér-Rao Bound Under a Linear Transformation of the Parameter.
IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing(2023)
摘要
This paper deals with the case where the Crarnér-Rao bound (CRB) on the estimation error of a deterministic parameter vector is given, and it is desired to evaluate a bound on a linear transformation of it. The literature suggests two versions of the bound on the estimation error of the reparameterized vector, denoted by
$B_{1}$
and
$B_{2}$
. We first identify the conditions under which either of these bounds exist, focusing on the case where they co-exist, Under such scenario, we find the relations between
$B_{1}, B_{2}$
, and
$CRB$
. The results are demonstrated on two practical applications of multi-sensor signal processing.
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关键词
Cramér-Rao bound,linear transfor-mation,reparameterization
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