Title :
On the existence of efficient estimators
Author :
Host-Madsen, Anders
Author_Institution :
Dept. of Electr. & Comput. Eng., Calgary Univ., Alta., Canada
fDate :
11/1/2000 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on