Title :
On the computation of the Cramer-Rao bound for ARMA parameter estimation
Author :
Friedlander, Benjamin
Author_Institution :
Systems Control Technology, Inc., Palo Alto, CA
fDate :
8/1/1984 12:00:00 AM
Abstract :
The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the asymptotic form of the CRLB for ARMA models are presented. It is shown that the asymptotic CRLB can be expressed as an explicit function of the model parameters.
Keywords :
Acoustic scattering; Acoustic signal processing; Adaptive filters; Control systems; Covariance matrix; Cramer-Rao bounds; Parameter estimation; Speech analysis; Speech processing; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1984.1164391
