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This paper has a twofold goal. The first aim is to provide a deeper understanding of the family of the Real Elliptically Symmetric (RES) distributions by investigating their intrinsic semiparametric nature. The second aim is to derive a…

Signal Processing · Electrical Eng. & Systems 2018-12-26 Stefano Fortunati , Fulvio Gini , Maria S. Greco , Abdelhak M. Zoubir , Muralidhar Rangaswamy

This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cram\'{e}r-Rao Bound (SCRB), related to the proposed SSB formula, provides a…

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

The main aim of this paper is to extend the semiparametric inference methodology, recently investigated for Real Elliptically Symmetric (RES) distributions, to Complex Elliptically Symmetric (CES) distributions. The generalization to the…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Stefano Fortunati , Fulvio Gini , Maria Greco , Abdelhak Zoubir , Muralidhar Rangaswamy

This paper is mainly dedicated to an extension of the Slepian-Bangs formula to non-circular complex elliptical symmetric (NC-CES) distributions, which is derived from a new stochastic representation theorem. This formula includes the…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Habti Abeida , Jean-Pierre Delmas

This paper aims at providing a fresh look at semiparametric estimation theory and, in particular, at the Semiparametric Cram\'{e}r-Rao Bound (SCRB). Semiparametric models are characterized by a finite-dimensional parameter vector of…

Signal Processing · Electrical Eng. & Systems 2018-03-02 Stefano Fortunati , Fulvio Gini , Maria S. Greco , Abdelhak M. Zoubir , Muralidhar Rangaswamy

This paper aims at presenting a numerical investigation of the statistical efficiency of the MUSIC (with different covariance matrix estimates) and the IAA-APES Direction of Arrivals (DOAs) estimation algorithms under a general Complex…

Signal Processing · Electrical Eng. & Systems 2019-03-04 Stefano Fortunati , Fulvio Gini , Maria S. Greco

The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigated from both the theoretical and computational viewpoints.…

Methodology · Statistics 2021-01-27 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

This paper presents a novel parametric scattering model (PSM) for sensing extended targets in integrated sensing and communication (ISAC) systems. The PSM addresses the limitations of traditional models by efficiently capturing the target's…

Signal Processing · Electrical Eng. & Systems 2024-11-04 Rang Liu , A. Lee Swindlehurst , Ming Li

This paper aims at presenting a simulative analysis of the main properties of a new $R$-estimator of shape matrices in Complex Elliptically Symmetric (CES) distributed observations. First proposed by Hallin, Oja and Paindaveine for the…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

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

In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their…

Machine Learning · Computer Science 2015-06-04 Ranjitha Prasad , Chandra R. Murthy

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

This chapter presents a short overview of real elliptically symmetric (RES) distributions, complemented by circular complex elliptically symmetric (C-CES) and noncircular CES (NC-CES) distributions as complex representations of RES…

Statistics Theory · Mathematics 2025-11-24 Jean-Pierre Delmas

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

In this paper, we derive for the first time the exact Cramer-Rao bounds (CRBs) on semi-blind channel estimation for amplify-and-forward two-way relay networks. The bounds cover a wide range of modulation schemes that satisfy a certain…

Information Theory · Computer Science 2012-07-24 Saeed Abdallah , Ioannis N. Psaromiligkos

The conditional posterior Cramer-Rao lower bound (PCRLB) is an effective sensor resource management criteria for large, geographically distributed sensor networks. Existing algorithms for distributed computation of the PCRLB (dPCRLB) are…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-23 Arash Mohammadi , Amir Asif , Xionghu Zhong , A. B. Premkumar

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

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

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 work presents a geometric refinement of the classical Cram\'er--Rao bound (CRB) in the non-asymptotic regime by incorporating curvature-aware corrections based on the second fundamental form associated with the statistical model…

Statistics Theory · Mathematics 2026-03-11 Sunder Ram Krishnan
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