DocumentCode
2332614
Title
A Numerical Method to Compute Cramer-Rao-Type Bounds for Challenging Estimation Problems
Author
Dauwels, Justin ; Korl, Sascha
Volume
5
fYear
2006
fDate
14-19 May 2006
Abstract
A numerical algorithm is proposed to compute Cramer-Rao-type bounds. The Cramer-Rao-type bounds are derived from information matrices of marginals of the joint pdf of the system at hand. The key ingredient is message-passing on a factor graph of the system. The method can be applied to a wide class of estimation problems. As an illustration, the problem of estimating the parameters of an AR model is considered
Keywords
graph theory; matrix algebra; message passing; probability; signal processing; Cramer-Rao-type bounds; factor graph; information matrices; message-passing; Closed-form solution; Context; Estimation error; Maximum a posteriori estimation; Maximum likelihood estimation; Parameter estimation; Random variables; Signal processing; Signal processing algorithms; Sparse matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location
Toulouse
ISSN
1520-6149
Print_ISBN
1-4244-0469-X
Type
conf
DOI
10.1109/ICASSP.2006.1661376
Filename
1661376
Link To Document