• DocumentCode
    3069327
  • Title

    On the computation of the Cramer Rao bound for ARMA parameter estimation

  • Author

    Friedlander, Benjamin

  • Author_Institution
    Systems Control Technology, Palo Alto, California
  • Volume
    9
  • fYear
    1984
  • fDate
    30742
  • Firstpage
    573
  • Lastpage
    576
  • Abstract
    The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the CRLB for ARMA and AR-plus-noise models are presented. It is shown that the CRLB can be expressed as an explicit function of the model parameters.
  • Keywords
    Adaptive filters; Adaptive signal processing; Control systems; Covariance matrix; Cramer-Rao bounds; Density functional theory; Gaussian processes; Milling machines; Parameter estimation; Speech analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '84.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1984.1172318
  • Filename
    1172318
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3069327