• DocumentCode
    290415
  • Title

    Generalized Cramer-Rao bound and the location parameter case

  • Author

    Batalama, Stella ; Kazakos, Dimitri

  • Author_Institution
    Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA
  • Volume
    iv
  • fYear
    1994
  • fDate
    19-22 Apr 1994
  • Abstract
    A generalization of the Cramer-Rao (C-R) bound is derived for the p-th moment of any unbiased location parameter estimator. The relationship between the generalized C-R bound and the generalized Gaussian density is examined. A looser bound is also provided for the case of a mixture of generalized Gaussian densities as well as the case of multiple independent generalized Gaussian observations
  • Keywords
    Gaussian processes; higher order statistics; parameter estimation; signal processing; generalized Cramer-Rao bound; generalized Gaussian density; location parameter case; multiple independent generalized Gaussian observations; p-th moment; unbiased location parameter estimator; Computer aided software engineering; Estimation error; Parameter estimation; Probability distribution;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
  • Conference_Location
    Adelaide, SA
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-1775-0
  • Type

    conf

  • DOI
    10.1109/ICASSP.1994.389771
  • Filename
    389771
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=290415