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The posterior Cram\'er-Rao lower bound (PCRLB) derived in Tichavsk\'y et al., 1998, provides a bound on the mean square error (MSE) obtained with any non-linear state filter. Computing the PCRLB involves solving complex, multi-dimensional…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…

Information Theory · Computer Science 2015-06-17 Salvatore Talarico , Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-06 Arash Mohammadi , Amir Asif

In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

Applications · Statistics 2010-05-31 Ming Lei , Pierre Del Moral , Christophe Baehr

A Cramer-Rao bound (CRB) for semi-blind channel estimators in redundant block transmission systems is derived. The derived CRB is valid for any system adopting a full-rank linear redundant precoder, including the popular cyclic-prefixed…

Information Theory · Computer Science 2012-09-20 Yen-Huan Li , Borching Su , Ping-Cheng Yeh

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

This paper derives a general expression for the Cram\'er-Rao bound (CRB) of wireless localization algorithms using range measurements subject to bias corruption. Specifically, the a priori knowledge about which range measurements are…

Information Theory · Computer Science 2011-11-10 Tao Wang

Several current ultra-wide band applications, such as millimeter wave radar and communication systems, require high sampling rates and therefore expensive and energy-hungry analogto-digital converters (ADCs). In applications where cost and…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Petre Stoica , Xiaolei Shang , Yuanbo Cheng

This letter aims at extending the Constrained Semiparametric Cramer-Rao Bound (CSCRB) for the joint estimation of mean vector and scatter matrix of Real Elliptically Symmetric (RES) distributions to Complex Elliptically Symmetric (CES)…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Stefano Fortunati , Fulvio Gini , Maria S. Greco , Abdelhak M. Zoubir

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

In this paper, we consider a multiple-input multiple-output (MIMO) radar system for localizing a target based on its reflected echo signals. Specifically, we aim to estimate the random and unknown angle information of the target, by…

Information Theory · Computer Science 2023-05-16 Chan Xu , Shuowen Zhang

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

The widely used quantum Cramer-Rao bound (QCRB) sets a lower bound for the mean square error of unbiased estimators in quantum parameter estimation, however, in general QCRB is only tight in the asymptotical limit. With a limited number of…

Quantum Physics · Physics 2016-09-07 Jing Liu , Haidong Yuan

We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…

Information Theory · Computer Science 2012-06-01 Swarnendu Kar , Hao Chen , Pramod K. Varshney

In this paper, we derive the Cramer-Rao bound (CRB) for blind channel estimation in redundant block transmission systems, a lower bound for the mean squared error of any blind channel estimators. The derived CRB is valid for any full-rank…

Information Theory · Computer Science 2011-02-08 Yen-Huan Li , Borching Su , Ping-Cheng Yeh

In this paper, we derive the Cramer-Rao bound (CRB) for joint target position and velocity estimation using an active or passive distributed radar network under more general, and practically occurring, conditions than assumed in previous…

Statistics Theory · Mathematics 2016-04-20 Qian He , Jianbin Hu , Rick S. Blum , Yonggang Wu

With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the excessive computation involved in optimizing both the lower-…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-01 Mingyi Li , Xiao Zhang , Ruisheng Zheng , Hongjian Shi , Yuan Yuan , Xiuzhen Cheng , Dongxiao Yu

In this paper, we study a network of distributed radar sensors that collaboratively perform sensing tasks by transmitting their quantized radar signals over capacity-constrained fronthaul links to a central unit for joint processing. We…

Signal Processing · Electrical Eng. & Systems 2024-09-27 Christian Eckrich , Abdelhak M. Zoubir , Vahid Jamali

This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Heedong Do , Angel Lozano
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