An explicit expression is derived for the Cramer-Rao bound(CRB)on unbiased estimates of the parameters of autoregressiveprocesses, given a finite number of measurements. The expressionconverges to the well-known asymptotic form of the CRB when thenumber of measurements tends to infinity. The behavior of thebound is illustrated by some numerical examples.


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    Titel :

    The Exact Cramer-Rao Bound for Gaussian Autoregressive Processes


    Beteiligte:

    Erschienen in:

    Erscheinungsdatum :

    01.07.1987


    Format / Umfang :

    1548645 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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