• DocumentCode
    1393277
  • Title

    On the existence of efficient estimators

  • Author

    Host-Madsen, Anders

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Calgary Univ., Alta., Canada
  • Volume
    48
  • Issue
    11
  • fYear
    2000
  • fDate
    11/1/2000 12:00:00 AM
  • Firstpage
    3028
  • Lastpage
    3031
  • Abstract
    The common signal processing problem of estimating some nonrandom parameters of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramer-Rao lower bound (CRB). It is well known that if the signal is linear or, more generally, affine in the parameters and the noise Gaussian, an efficient estimator does exist. This paper shows that under some conditions, this is the only case where an efficient estimator exists
  • Keywords
    Gaussian noise; parameter estimation; signal processing; CRB; Cramer-Rao lower bound; Gaussian noise; additive noise; efficient estimators; nonrandom parameters; signal processing problem; unbiased estimator; variance; Additive noise; Covariance matrix; Distribution functions; Gaussian noise; Maximum likelihood estimation; Parameter estimation; Probability distribution; Signal processing; State estimation; Statistical distributions;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.875460
  • Filename
    875460