DocumentCode
1393277
Title
On the existence of efficient estimators
Author
Host-Madsen, Anders
Author_Institution
Dept. of Electr. & Comput. Eng., Calgary Univ., Alta., Canada
Volume
48
Issue
11
fYear
2000
fDate
11/1/2000 12:00:00 AM
Firstpage
3028
Lastpage
3031
Abstract
The common signal processing problem of estimating some nonrandom parameters of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramer-Rao lower bound (CRB). It is well known that if the signal is linear or, more generally, affine in the parameters and the noise Gaussian, an efficient estimator does exist. This paper shows that under some conditions, this is the only case where an efficient estimator exists
Keywords
Gaussian noise; parameter estimation; signal processing; CRB; Cramer-Rao lower bound; Gaussian noise; additive noise; efficient estimators; nonrandom parameters; signal processing problem; unbiased estimator; variance; Additive noise; Covariance matrix; Distribution functions; Gaussian noise; Maximum likelihood estimation; Parameter estimation; Probability distribution; Signal processing; State estimation; Statistical distributions;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.875460
Filename
875460
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