Title :
Study of the Cramer-Rao bound as the numbers of observations and unknown parameters increase
Author :
Stoica, Petre ; Li, Jian
Author_Institution :
Syst. & Control Group, Uppsala Univ., Sweden
Abstract :
For a data model consisting of deterministic signals in additive Gaussian noise, we prove that the Cramer-Rao bound (CRB) corresponding to the signal parameters decreases as the number of data samples increases provided that the number of new observations is larger than the number of additional unknowns required to parameterize these observations. We also show that the CRB theory is not applicable whenever the aforementioned condition does not hold true.
Keywords :
Gaussian noise; observers; parameter estimation; signal sampling; Cramer-Rao bound; additive Gaussian noise; data model; data samples; deterministic signals; observations; signal parameters; Array signal processing; Blind equalizers; Covariance matrix; Digital signal processing; Direction of arrival estimation; Linear matrix inequalities; Sensor arrays; Sensor phenomena and characterization; Signal processing; Statistics;
Journal_Title :
Signal Processing Letters, IEEE