An intrinsic Cramér-Rao bound on Lie groups
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Publication:2807578
DOI10.1007/978-3-319-25040-3_71zbMATH Open1406.94007arXiv1506.05662OpenAlexW1851360830MaRDI QIDQ2807578FDOQ2807578
Authors: Silvère Bonnabel, Axel Barrau 
Publication date: 25 May 2016
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Abstract: In his 2005 paper, S.T. Smith proposed an intrinsic Cram'er-Rao bound on the variance of estimators of a parameter defined on a Riemannian manifold. In the present technical note, we consider the special case where the parameter lives in a Lie group. In this case, by choosing, e.g., the right invariant metric, parallel transport becomes very simple, which allows a more straightforward and natural derivation of the bound in terms of Lie bracket, albeit for a slightly different definition of the estimation error. For bi-invariant metrics, the Lie group exponential map we use to define the estimation error, and the Riemannian exponential map used by S.T. Smith coincide, and we prove in this case that both results are identical indeed.
Full work available at URL: https://arxiv.org/abs/1506.05662
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