Misspecified Cramér-rao bounds for complex unconstrained and constrained parameters

S. Fortunati
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引用次数: 12

Abstract

In this paper, a generalization of the Misspecified Cramér-Rao Bound (MCRB) and of the Constrained MCRB (CMCRB) to complex parameter vectors is presented. Our derivation aims at providing lower bounds on the Mean Square Error (MSE) for both circular and non-circular, MS-unbiased, mismatched estimators. A simple toy example is also presented to clarify the theoretical findings.
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复杂无约束参数和约束参数的cram -rao界指定错误
本文将Misspecified cram - rao界(MCRB)和Constrained MCRB (CMCRB)推广到复参数向量。我们的推导旨在为圆形和非圆形,ms无偏,不匹配估计量提供均方误差(MSE)的下界。本文还以一个简单的玩具例子来阐明理论发现。
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