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

average power constraintsconstrained estimationCramér-Rao boundsestimation of eigenvaluesFourier transformgeneral linear Gaussian modelimage reconstructionlinear constraintsmultiple parameter estimationpower spectral density estimationpseudo-inversestructured covariance matrixtangent hyperplaneunconstrained 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)

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Cited in

(15)

• Bounds on SIMO and MIMO channel estimation and equalization with side information
• On Kalman filtering with linear state equality constraints
• Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise
• 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
• Semiparametrically efficient estimation of Euclidean parameters under equality constraints
• Shape estimation from support and diameter functions
• 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
• A Comment on the Weiss–Weinstein Bound for Constrained Parameter Sets
• A recursive algorithm for computing Cramer-Rao-type bounds on estimator covariance
• Admissibility of solution estimators for stochastic optimization
• A historical perspective on the Schützenberger-Van Trees inequality: a posterior uncertainty principle
• A Lagrangian multiplier method for TDOA and FDOA positioning of multiple disjoint sources with distance and velocity correlation constraints
• On the end-performance metric estimator selection

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