• DocumentCode
    1103925
  • Title

    On the computation of the Cramer-Rao bound for ARMA parameter estimation

  • Author

    Friedlander, Benjamin

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, CA
  • Volume
    32
  • Issue
    4
  • fYear
    1984
  • fDate
    8/1/1984 12:00:00 AM
  • Firstpage
    721
  • Lastpage
    727
  • Abstract
    The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the asymptotic form of the CRLB for ARMA models are presented. It is shown that the asymptotic CRLB can be expressed as an explicit function of the model parameters.
  • Keywords
    Acoustic scattering; Acoustic signal processing; Adaptive filters; Control systems; Covariance matrix; Cramer-Rao bounds; Parameter estimation; Speech analysis; Speech processing; White noise;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164391
  • Filename
    1164391
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1103925