• DocumentCode
    1150928
  • Title

    The Exact Cramer-Rao Bound for Gaussian Autoregressive Processes

  • Author

    Porat, Boaz ; Friedlander, Benjamin

  • Author_Institution
    Technion¿Israel Institute of Technology
  • Issue
    4
  • fYear
    1987
  • fDate
    7/1/1987 12:00:00 AM
  • Firstpage
    537
  • Lastpage
    542
  • Abstract
    An explicit expression is derived for the Cramer-Rao bound(CRB)on unbiased estimates of the parameters of autoregressiveprocesses, given a finite number of measurements. The expressionconverges to the well-known asymptotic form of the CRB when thenumber of measurements tends to infinity. The behavior of thebound is illustrated by some numerical examples.
  • Keywords
    Adaptive filters; Autoregressive processes; Covariance matrix; Difference equations; Gaussian processes; H infinity control; Parameter estimation; Predictive models; Spectral analysis; Yttrium;
  • fLanguage
    English
  • Journal_Title
    Aerospace and Electronic Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9251
  • Type

    jour

  • DOI
    10.1109/TAES.1987.310887
  • Filename
    4104382
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1150928