Topic 47: Cramer-Rao Lower Bound for Parameter Vectors (PETARS, Chapter 6)
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Topic 47: Cramer-Rao Lower Bound for Parameter Vectors (PETARS, Chapter 6)
In this video, the concepts in estimation theory introduced so far for scalar random variables are extended to deal with estimating multiple parameters, for example the mean and variance of a distribution simultaneously. The definition of a vector parameter estimator is introduced, and the example of extending the definition of bias. The ...
Mar 3, 2021
Cramer Rao Bound Examples
SOLVED: For a single-parameter estimation problem, where measurements have been performed over multiple independent channels i, i = 1, 2, ..., N, find the relation between the Cramer-Rao lower bound of the joint detection, σ^2joint, and that of each individual-channel detection σ^2i.
SOLVED: For a single-parameter estimation problem, where measurements have been performed over multiple independent channels i, i = 1, 2, ..., N, find the relation between the Cramer-Rao lower bound of the joint detection, σ^2joint, and that of each individual-channel detection σ^2i.
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