On the Cramér-Rao lower bound under model mismatch

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2014-04-24

Author

Fritsche, Carsten
Orguner, Umut
Özkan, Emre
Gustafsson, Fredrik

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Cram´er-Rao lower bounds (CRLBs) are proposed for deterministic parameter estimation under model mismatch conditions where the assumed data model used in the design of the estimators differs from the true data model. The proposed CRLBs are defined for the family of estimators that may have a specified bias (gradient) with respect to the assumed model. The resulting CRLBs are calculated for a linear Gaussian measurement model and compared to the performance of the maximum likelihood estimator for the corresponding estimation problem.

Subject Keywords

Statistical Signal Processing, CramerRao Lower bound, Parameter Estimation, Model mismatch

URI

https://hdl.handle.net/11511/37264

DOI

https://doi.org/10.1109/icassp.2015.7178719

Collections

Department of Electrical and Electronics Engineering, Conference / Seminar

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Citation Formats

C. Fritsche, U. Orguner, E. Özkan, and F. Gustafsson, “On the Cramér-Rao lower bound under model mismatch,” 2014, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/37264.