Title
On The Cramer-Rao Lower Bound Under Model Mismatch
Abstract
Cramer-Rao lower bounds (CRLBs) are proposed for deterministic parameter estimation under model mismatch conditions where the assumed data model used in the design of the estimators differs from the true data model. The proposed CRLBs are defined for the family of estimators that may have a specified bias (gradient) with respect to the assumed model. The resulting CRLBs are calculated for a linear Gaussian measurement model and compared to the performance of the maximum likelihood estimator for the corresponding estimation problem.
Year
DOI
Venue
2015
10.1109/ICASSP.2015.7178719
2015 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING (ICASSP)
Keywords
Field
DocType
Statistical Signal Processing, Cramer Rao Lower bound, Parameter Estimation, Model mismatch
Cramér–Rao bound,Data modeling,Mathematical optimization,Maximum likelihood,Gaussian,Estimation theory,Maximum likelihood sequence estimation,Data model,Mathematics,Estimator
Conference
ISSN
Citations 
PageRank 
1520-6149
3
0.42
References 
Authors
2
4
Name
Order
Citations
PageRank
Carsten Fritsche115714.72
Umut Orguner291.86
Emre Özkan39410.54
Fredrik Gustafsson42287281.33