TY - GEN
T1 - New expression for the functional transformation of the vector Cramér-Rao lower bound
AU - Nasir, Ali A.
AU - Mehrpouyan, Hani
AU - Kennedy, Rodney A.
PY - 2013
Y1 - 2013
N2 - Assume that it is desired to estimate α = f(θ), where f(·) is an r-dimensional function. This paper derives the general expression for the functional transformation of the vector Cramér-Rao lower bound (CRLB). The derived bound is a tight lower bound on the estimation of uncoupled parameters, i.e., parameters that can be estimated separately. Unlike previous results in the literature, this new expression is not dependent on the inverse of the Fisher's information matrix (FIM) of the untransformed parameters, θ. Thus, it can be applied to scenarios where the FIM for θ is ill-conditioned or singular. Finally, as an application, the derived transformation is applied to determine the exact CRLB for estimation of channel parameters in amplify-and-forward relaying networks.
AB - Assume that it is desired to estimate α = f(θ), where f(·) is an r-dimensional function. This paper derives the general expression for the functional transformation of the vector Cramér-Rao lower bound (CRLB). The derived bound is a tight lower bound on the estimation of uncoupled parameters, i.e., parameters that can be estimated separately. Unlike previous results in the literature, this new expression is not dependent on the inverse of the Fisher's information matrix (FIM) of the untransformed parameters, θ. Thus, it can be applied to scenarios where the FIM for θ is ill-conditioned or singular. Finally, as an application, the derived transformation is applied to determine the exact CRLB for estimation of channel parameters in amplify-and-forward relaying networks.
KW - Cramér-Rao lower bound (CRLB)
KW - Fisher information matrix (FIM)
KW - channel estimation
UR - https://www.scopus.com/pages/publications/84885779839
U2 - 10.1109/SPAWC.2013.6612079
DO - 10.1109/SPAWC.2013.6612079
M3 - Conference contribution
AN - SCOPUS:84885779839
SN - 9781467355773
T3 - IEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
SP - 395
EP - 399
BT - 2013 IEEE 14th Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2013
ER -