Lower bounds for parametric estimation with constraints

DOI10.1109/18.59929MaRDI QIDQ5203502zbMATH OpenOpenAlexFDO

Authors John D. Gorman, Alfred O. III Hero

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 transformconstrained estimationimage reconstructionlinear constraintspseudo-inverseestimation of eigenvaluestangent hyperplanestructured covariance matrixCramér-Rao boundsaverage power constraintspower spectral density estimationgeneral linear Gaussian modelmultiple parameter estimationunconstrained Fisher information matrixunconstrained minimum variance unbiased estimator

Mathematics Subject Classification ID

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

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Cited in

(14)

• Bounds on SIMO and MIMO channel estimation and equalization with side information
• Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise
• Robust waveform design for MIMO radar with imperfect prior knowledge
• A derivation of the Cramer-Rao lower bound of Euclidean parameters under equality constraints via score function
• Online statistical inference for parameters estimation with linear-equality constraints
• A fast and adaptive method for complex-valued SAR image denoising based on \(l_k\) norm regularization
• Shape estimation from support and diameter functions
• On the end-performance metric estimator selection
• 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
• On Kalman filtering with linear state equality constraints
• A recursive algorithm for computing Cramer-Rao-type bounds on estimator covariance
• Semiparametrically efficient estimation of Euclidean parameters under equality constraints
• A Comment on the Weiss–Weinstein Bound for Constrained Parameter Sets

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