Cramér-Rao bound for damped/undamped exponential process with prior-knowledge

DOI10.1007/S11045-008-0078-8zbMath1298.93312OpenAlexW2045952450MaRDI QIDQ468091

Rémy Boyer

Publication date: 5 November 2014

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11045-008-0078-8

zbMATH Keywords

cramér-Rao boundprior-knowledge of polessingular Fisher information matrix

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Pole and zero placement problems (93B55) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

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• Incorporating a priori information into MUSIC-algorithms and analysis
• The truncated SVD as a method for regularization
• Nonexistence of informative unbiased estimators in singular problems
• Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
• MUSIC, maximum likelihood, and Cramer-Rao bound
• The constrained MUSIC problem
• A new subspace identification algorithm for high-resolution DOA estimation
• Parameter estimation problems with singular information matrices

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