Some classes of global cramér-rao bounds

B. Z. Bobrovsky, E. Mayer-Wolf, M. Zakai

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This paper considers Cramér-Rao type bounds for the estimation error of a parameter in a Bayesian setup. This class of bounds, introduced by Van Trees, proved useful in various stochastic communications and control problems. Two issues are considered in this paper. The first deals with a comparison of the tightness of several different versions of the bound in the multivariate case. The second introduces several useful generalizations of the original version of the bound.

Original languageEnglish
Title of host publicationBayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
PublisherWiley-IEEE Press
Pages113-130
Number of pages18
ISBN (Electronic)9780470544198
ISBN (Print)0470120959, 9780470120958
DOIs
StatePublished - 1 Jan 2007

Keywords

  • Algebra
  • Bayesian methods
  • Context
  • Estimation error
  • Filtering
  • Linear matrix inequalities
  • Random variables

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