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
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389771
