Related papers: A Linear Programming Approach to Attainable Cramer…
The author studies the Cram\'{e}r-Rao type bound by a linear programming approach. By this approach, he found a necessary and sufficient condition that the Cram\'{e}r-Rao type bound is attained by a random measurement. In a spin 1/2 system,…
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…
This report considers the problem of computing the Cramer-Rao bound for the parameters of a Markov random field. Computation of the exact bound is not feasible for most fields of interest because their likelihoods are intractable and have…
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…
Sensor selection is a useful method to help reduce data throughput, as well as computational, power, and hardware requirements, while still maintaining acceptable performance. Although minimizing the Cram\'er-Rao bound has been adopted…
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…
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…
We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…
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…
In quantum metrology, one of the major applications of quantum technologies, the ultimate precision of estimating an unknown parameter is often stated in terms of the Cram\'er-Rao bound. Yet, the latter is no longer guaranteed to carry an…
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…
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…
Assuming that the parameter dependent evolution, as well as the measurements that are done for readout, of a quantum system that acts as the probe in a quantum limited measurement scheme are both fixed, we find the optimal initial states of…
We apply polynomial techniques (linear programming) to obtain lower and upper bounds on the covering radius of spherical designs as function of their dimension, strength, and cardinality. In terms of inner products we improve the lower…
Quantum parameter estimation theory is an important component of quantum information theory and provides the statistical foundation that underpins important topics such as quantum system identification and quantum waveform estimation. When…
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…
This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…
Estimation of parameters is a pivotal task throughout science and technology. Quantum Cram\'{e}r-Rao bound provides a fundamental limit of precision allowed to achieve under quantum theory. For closed quantum systems, it has been shown how…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…