Cramér-Rao bound for damped/undamped exponential process with prior-knowledge

DOI10.1007/S11045-008-0078-8MaRDI QIDQ468091zbMATH OpenOpenAlexFDO

Authors Rémy Boyer

Publication date 5 November 2014

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11045-008-0078-8

zbMATH Keywords

prior-knowledge of polessingular Fisher information matrixcramér-Rao bound

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Pole and zero placement problems (93B55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 4150052 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• scientific article; zbMATH DE number 3106666 (Why is no real title available?)
• A new subspace identification algorithm for high-resolution DOA estimation
• Incorporating a priori information into MUSIC-algorithms and analysis
• MUSIC, maximum likelihood, and Cramer-Rao bound
• Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
• Nonexistence of informative unbiased estimators in singular problems
• Parameter estimation problems with singular information matrices
• The constrained MUSIC problem
• The truncated SVD as a method for regularization

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