On the Cramér-Rao Bound Under a Linear Transformation of the Parameter

Hai Victor Habi; Hagit Messer; Shay Sagiv; Joseph Tabrikian

doi:10.1109/CAMSAP58249.2023.10403455

On the Cramér-Rao Bound Under a Linear Transformation of the Parameter

Hai Victor Habi, Hagit Messer, Shay Sagiv, Joseph Tabrikian

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

This paper deals with the case where the Crarnér-Rao bound (CRB) on the estimation error of a deterministic parameter vector is given, and it is desired to evaluate a bound on a linear transformation of it. The literature suggests two versions of the bound on the estimation error of the reparameterized vector, denoted by B_1 and B_2. We first identify the conditions under which either of these bounds exist, focusing on the case where they co-exist, Under such scenario, we find the relations between B_1, B_2, and CRB. The results are demonstrated on two practical applications of multi-sensor signal processing.

Original language	English
Title of host publication	2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	426-430
Number of pages	5
ISBN (Electronic)	9798350344523
DOIs	https://doi.org/10.1109/CAMSAP58249.2023.10403455
State	Published - 2023
Externally published	Yes
Event	9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023 - Herradura, Costa Rica Duration: 10 Dec 2023 → 13 Dec 2023

Publication series

Name	2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023

Conference

Conference	9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023
Country/Territory	Costa Rica
City	Herradura
Period	10/12/23 → 13/12/23

Bibliographical note

Publisher Copyright:
© 2023 IEEE.

Keywords

Cramér-Rao bound
linear transfor-mation
reparameterization

Access to Document

10.1109/CAMSAP58249.2023.10403455

Cite this

Habi, H. V., Messer, H., Sagiv, S., & Tabrikian, J. (2023). On the Cramér-Rao Bound Under a Linear Transformation of the Parameter. In 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023 (pp. 426-430). (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CAMSAP58249.2023.10403455

Habi, Hai Victor ; Messer, Hagit ; Sagiv, Shay et al. / On the Cramér-Rao Bound Under a Linear Transformation of the Parameter. 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc., 2023. pp. 426-430 (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023).

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abstract = "This paper deals with the case where the Crarn{\'e}r-Rao bound (CRB) on the estimation error of a deterministic parameter vector is given, and it is desired to evaluate a bound on a linear transformation of it. The literature suggests two versions of the bound on the estimation error of the reparameterized vector, denoted by B_1 and B_2. We first identify the conditions under which either of these bounds exist, focusing on the case where they co-exist, Under such scenario, we find the relations between B_1, B_2, and CRB. The results are demonstrated on two practical applications of multi-sensor signal processing.",

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doi = "10.1109/CAMSAP58249.2023.10403455",

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series = "2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023",

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Habi, HV, Messer, H, Sagiv, S & Tabrikian, J 2023, On the Cramér-Rao Bound Under a Linear Transformation of the Parameter. in 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023, Institute of Electrical and Electronics Engineers Inc., pp. 426-430, 9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023, Herradura, Costa Rica, 10/12/23. https://doi.org/10.1109/CAMSAP58249.2023.10403455

On the Cramér-Rao Bound Under a Linear Transformation of the Parameter. / Habi, Hai Victor; Messer, Hagit; Sagiv, Shay et al.
2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc., 2023. p. 426-430 (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Habi HV, Messer H, Sagiv S, Tabrikian J. On the Cramér-Rao Bound Under a Linear Transformation of the Parameter. In 2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023. Institute of Electrical and Electronics Engineers Inc. 2023. p. 426-430. (2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2023). doi: 10.1109/CAMSAP58249.2023.10403455

On the Cramér-Rao Bound Under a Linear Transformation of the Parameter

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Keywords

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