Geometry of the Cramér-Rao bound

DOI10.1016/0165-1684(93)90088-RzbMath0782.62060OpenAlexW2079640253MaRDI QIDQ1801395

Louis L. Scharf, L. T. McWhorter

Publication date: 7 March 1994

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(93)90088-r

zbMATH Keywords

partitionsCholesky factorizationfilteringmultivariate normal distributionFisher matrixvariance boundmean vectoridentifying parameterspartitioned inversesensitivity vector

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Identification in stochastic control theory (93E12)

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