Title :
On Computing the Cramer-Rao Bound for a Random Signal
Author_Institution :
MIT Lincoln Laboratory
Abstract :
The Cramer-Rao bound for estimating parameters of a random signal is obtained using a sampled data approach. A numerical example is presented to illustrate the result. In two limiting cases, it is shown that this bound converges to the well-known bounds for the point and Rayleigh targets.
Keywords :
Gaussian processes; Integral equations; Laboratories; Matched filters; Parameter estimation; Radar applications; Random media; Signal processing; Signal to noise ratio; US Government;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1978.308573
