Title :
Reparameterization and constraints for CRB: duality and a major inequality for system analysis and design in the asymptotic region
Author :
Menni, Tarek ; Chaumette, Eric ; Larzabal, Pascal
Author_Institution :
SATIE, ENS Cachan, Cachan, France
Abstract :
The CRB is a lower bound of great interest for system analysis and design in the asymptotic region (high SNR and/or large number of snapshots), as it is simple to calculate and it is usually possible to obtain closed form expressions. It is from this perspective that the paper highlights, by means of a classical radar estimation problem, two results useful for system analysis and design: a reparameterization inequality and the equivalence between reparameterization and equality constraints.
Keywords :
estimation theory; radar signal processing; statistical analysis; CRB constraints; CRB reparameterization inequality; asymptotic region design; classical radar estimation problem; system analysis; system design; Delay; Doppler effect; Maximum likelihood estimation; Radar; System analysis and design; Vectors; Cramer-Rao bounds; Parameter estimation;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
Conference_Location :
Kyoto
Print_ISBN :
978-1-4673-0045-2
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2012.6288682