Topic 46: Cramer-Rao Lower Bound (PETARS, Chapter 6)
ed.ac.uk
Topic 46: Cramer-Rao Lower Bound (PETARS, Chapter 6)
In this video, the question of finding the lower bound on the performance of all estimators for a particular probabilistic problem, as a benchmark with which to compare the performance of a given estimator. The Cramer-Rao lower bound (CRLB) is introduced in this video for this benchmark, for the class of unbiased estimators. The Fisher ...
Mar 9, 2021
Cramer Rao Bound Explained
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SOLVED: For a single-parameter estimation problem, where measurements have been performed over multiple independent channels i, i = 1, 2, ..., N, find the relation between the Cramer-Rao lower bound of the joint detection, σ^2joint, and that of each individual-channel detection σ^2i.
SOLVED: For a single-parameter estimation problem, where measurements have been performed over multiple independent channels i, i = 1, 2, ..., N, find the relation between the Cramer-Rao lower bound of the joint detection, σ^2joint, and that of each individual-channel detection σ^2i.
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