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Related papers: Cramer-Rao Bound for Arbitrarily Constrained Sets

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This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metric) and follows a given prior distribution. In this setup,…

Statistics Theory · Mathematics 2024-09-10 Florent Bouchard , Alexandre Renaux , Guillaume Ginolhac , Arnaud Breloy

The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…

Other Statistics · Statistics 2017-10-27 Anthony D. Blaom

The performance bounds of near-field sensing are studied for circular arrays, focusing on the impact of bandwidth and array size. The closed-form Cramer-Rao bound (CRBs) for angle and distance estimation are derived, revealing the scaling…

Information Theory · Computer Science 2024-09-04 Zhaolin Wang , Xidong Mu , Yuanwei Liu

To achieve the joint active and passive beamforming gains in the reconfigurable intelligent surface assisted millimeter wave system, the reflected cascade channel needs to be accurately estimated. Many strategies have been proposed in the…

Information Theory · Computer Science 2021-09-22 Yiming Liu , Erwu Liu , Rui Wang , Zhu Han , Binyu Lu

In this paper, new methodology -- direct approach -- for the determination of the attainable CR type bound of the pure state model, is proposed and successfully applied to the wide variety of pure state models, for example, the…

Quantum Physics · Physics 2008-11-26 Keiji matsumoto

A generic modular array architecture is proposed, featuring uniform/non-uniform subarray layouts that allows for flexible deployment. The bistatic near-field sensing system is considered, where the target is located in the near-field of the…

Signal Processing · Electrical Eng. & Systems 2024-05-31 Chunwei Meng , Dingyou Ma , Xu Chen , Zhiyong Feng , Yuanwei Liu

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

Seeking the available precision limit of unknown parameters is a significant task in quantum parameter estimation. One often resorts to the widely utilized quantum Cramer-Rao bound (QCRB) based on unbiased estimators to finish this task.…

Quantum Physics · Physics 2023-09-12 Shoukang Chang , Wei Ye , Xuan Rao , Huan Zhang , Liqing Huang , Mengmeng Luo , Yuetao Chen , Qiang Ma , Shaoyan Gao

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Quantum Physics · Physics 2008-12-18 R. D. Gill , S. Massar

This paper considers the Cram\`er-Rao lower Bound (CRB) for the source localization problem in the near field. More specifically, we use the exact expression of the delay parameter for the CRB derivation and show how this exact CRB can be…

Computational Engineering, Finance, and Science · Computer Science 2013-03-11 Youcef Begriche , Messaoud Thameri , Karim Abed-Meraim

The author studies the Cramer-Rao type bound by a linear programming approach. By this approach, he found a necessary and sufficient condition that the Cramer-Rao type bound is attained by a random measurement. In a spin 1/2 system, this…

Quantum Physics · Physics 2007-05-23 Masahito Hayashi

In modern radar systems, precise target localization using azimuth and velocity estimation is paramount. Traditional unbiased estimation methods have utilized gradient descent algorithms to reach the theoretical limits of the Cramer Rao…

Signal Processing · Electrical Eng. & Systems 2024-04-24 Shyam Venkatasubramanian , Sandeep Gogineni , Bosung Kang , Muralidhar Rangaswamy

Precision measurement has been an important research area in sensing and metrology. In classical physics, the Fisher information determines the maximum extractable information from statistically unknown signals, based on a joint probability…

Quantum Physics · Physics 2024-09-04 Byoung S. Ham

We consider a novel and general approach to easily compute the Cram\'er-Rao Lower Bounds (CRLBs) of rigid body localization (RBL) problem using arbitrary types of information. To that end, we adopt an information-centric construction of the…

We consider high angular resolution detection using distributed mobile platforms implemented with so-called partly calibrated arrays, where position errors between subarrays exist and the counterparts within each subarray are ideally…

Signal Processing · Electrical Eng. & Systems 2025-03-28 Guangbin Zhang , Yan Wang , Tianyao Huang , Yonina C. Eldar

We compute a variance lower bound for unbiased estimators in specified statistical models. The construction of the bound is related to the original Cram\'er-Rao bound, although it does not require the differentiability of the model.…

Statistics Theory · Mathematics 2012-04-13 Thibault Espinasse , Paul Rochet

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

In constrained parameter estimation, the classical constrained Cramer-Rao bound (CCRB) and the recent Lehmann-unbiased CCRB (LU-CCRB) are lower bounds on the performance of mean-unbiased and Lehmann-unbiased estimators, respectively. Both…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian

This paper presents a Cramer-Rao lower bound (CRLB) on the variance of unbiased estimates of factor matrices in Canonical Polyadic (CP) or CANDECOMP/PARAFAC (CP) decompositions of a tensor from noisy observations, (i.e., the tensor plus a…

Other Statistics · Statistics 2014-02-10 Petr Tichavsky , Anh Huy Phan , Zbynek Koldovsky

Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…

Quantum Physics · Physics 2018-01-31 Jesús Rubio , Paul Knott , Jacob Dunningham