• DocumentCode
    1427767
  • Title

    Study of the Cramer-Rao bound as the numbers of observations and unknown parameters increase

  • Author

    Stoica, Petre ; Li, Jian

  • Author_Institution
    Syst. & Control Group, Uppsala Univ., Sweden
  • Volume
    3
  • Issue
    11
  • fYear
    1996
  • Firstpage
    299
  • Lastpage
    300
  • Abstract
    For a data model consisting of deterministic signals in additive Gaussian noise, we prove that the Cramer-Rao bound (CRB) corresponding to the signal parameters decreases as the number of data samples increases provided that the number of new observations is larger than the number of additional unknowns required to parameterize these observations. We also show that the CRB theory is not applicable whenever the aforementioned condition does not hold true.
  • Keywords
    Gaussian noise; observers; parameter estimation; signal sampling; Cramer-Rao bound; additive Gaussian noise; data model; data samples; deterministic signals; observations; signal parameters; Array signal processing; Blind equalizers; Covariance matrix; Digital signal processing; Direction of arrival estimation; Linear matrix inequalities; Sensor arrays; Sensor phenomena and characterization; Signal processing; Statistics;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/97.542160
  • Filename
    542160