Lower bounds for parametric estimation with constraints

DOI10.1109/18.59929zbMath0725.62032OpenAlexW2128203095MaRDI QIDQ5203502

Alfred O. III Hero, John D. Gorman

Publication date: 1990

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.59929

zbMATH Keywords

Fourier transformtangent hyperplanepseudo-inverseimage reconstructionlinear constraintsconstrained estimationCramér-Rao boundsestimation of eigenvaluesstructured covariance matrixaverage power constraintspower spectral density estimationgeneral linear Gaussian modelmultiple parameter estimationunconstrained Fisher information matrixunconstrained minimum variance unbiased estimator

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (11)

Robust waveform design for MIMO radar with imperfect prior knowledge ⋮ Online statistical inference for parameters estimation with linear-equality constraints ⋮ Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise ⋮ On the end-performance metric estimator selection ⋮ On Kalman filtering with linear state equality constraints ⋮ Shape estimation from support and diameter functions ⋮ A fast and adaptive method for complex-valued SAR image denoising based on \(l_k\) norm regularization ⋮ A derivation of the Cramer-Rao lower bound of euclidean parameters under equality constraints via score function ⋮ Semiparametrically efficient estimation of Euclidean parameters under equality constraints ⋮ A Lagrangian multiplier method for TDOA and FDOA positioning of multiple disjoint sources with distance and velocity correlation constraints ⋮ Admissibility of Solution Estimators for Stochastic Optimization

This page was built for publication: Lower bounds for parametric estimation with constraints