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A Theory of Cramer-Rao Bounds for Constrained Parametric Models

A Theory of Cramer-Rao Bounds for Constrained Parametric Models


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About the Book

A simple expression for the Cramer-Rao bound (CRB) is presented for the scenario of estimating parameters theta that are required to satisfy a differentiable constraint function f( theta). A proof of this constrained CRB (CCRB) is provided using the implicit function theorem, and the encompassing theory of the CCRB is proven in a similar manner. This theory includes connecting the CCRB to notions of identifiability of constrained parameters; the linear model under a linear constraint; the constrained maximum likelihood problem, it's asymptotic properties and the method of scoring with constraints; and hypothesis testing. The value of the tools developed in this theory are then presented in the communications context for the convolutive mixture model and the calibrated array model.


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Product Details
  • ISBN-13: 9781243763556
  • Publisher: Proquest, Umi Dissertation Publishing
  • Publisher Imprint: Proquest, Umi Dissertation Publishing
  • Height: 254 mm
  • Weight: 372 gr
  • ISBN-10: 1243763558
  • Publisher Date: 01 Sep 2011
  • Binding: Paperback
  • Spine Width: 12 mm
  • Width: 203 mm


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