On the Hybrid Cramér Rao Bound and Its Application to Dynamical Phase Estimation

This letter deals with the Cramer-Rao bound for the estimation of a hybrid vector with both random and deterministic parameters. We point out the specificity of the case when the deterministic and the random vectors of parameters are statistically dependent. The relevance of this expression is illus...

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Bibliographic Details
Published in:IEEE signal processing letters 2008, Vol.15, p.453-456
Main Authors: Bay, S., Geller, B., Renaux, A., Barbot, J.-P., Brossier, J.-M.
Format: Article
Language:English
Subjects:
Bayesian methods
Closed-form solution
Computer Science
Context
Cramér-Rao bounds
Engineering Sciences
Health information management
Laboratories
Mean square error methods
Networking and Internet Architecture
Parameter estimation
Phase estimation
Signal and Image Processing
Signal processing
synchronization parameters estimation
Vectors
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Summary:This letter deals with the Cramer-Rao bound for the estimation of a hybrid vector with both random and deterministic parameters. We point out the specificity of the case when the deterministic and the random vectors of parameters are statistically dependent. The relevance of this expression is illustrated by studying a practical phase estimation problem in a non-data-aided communication context.
ISSN:1070-9908
1558-2361
DOI:10.1109/LSP.2008.921461