Geometry of the Cramér-Rao bound
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Publication:1801395
DOI10.1016/0165-1684(93)90088-RzbMath0782.62060MaRDI QIDQ1801395
Louis L. Scharf, L. T. McWhorter
Publication date: 7 March 1994
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1684(93)90088-r
partitions; Cholesky factorization; filtering; multivariate normal distribution; Fisher matrix; variance bound; mean vector; identifying parameters; partitioned inverse; sensitivity vector
62H99: Multivariate analysis
62H12: Estimation in multivariate analysis
93E12: Identification in stochastic control theory
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