Recursive algorithms for computing the Cramer-Rao bound
Hero, A.O.; Usman, M.; Sauve, A.C.; Fessler, J.A.
Signal Processing, IEEE Transactions on
Volume 45, Issue 3, Mar 1997 Page(s):803 - 807
Digital Object Identifier   10.1109/78.558511
Summary:Computation of the Cramer-Rao bound (CRB) on estimator variance requires the inverse or the pseudo-inverse Fisher information matrix (FIM). Direct matrix inversion can be computationally intractable when the number of unknown parameters is large. In this correspondence, we compare several iterative methods for approximating the CRB using matrix splitting and preconditioned conjugate gradient algorithms. For a large class of inverse problems, we show that nonmonotone Gauss-Seidel and preconditioned conjugate gradient algorithms require significantly fewer flops for convergence than monotone “bound preserving” algorithms

» View citation and abstract

Log in by entering your IEEE Web Account Username and Password.

IEEE Communications Society members: If you subscribe to the IEEE Electronic Periodicals Package or IEEE Electronic Periodicals Package Plus, you must access your subscription at www.comsoc.org.

Check with your librarian, information professional, or system manager to determine if you need to log in. Please complete the online Technical Support Form if you need assistance.

Select the Purchase History link to access the document. You will have 5 Days after purchase to access the Full Text PDF. Please complete the online Technical Support Form if you need assistance.

• Search and access Abstract records free of charge
• Register for table of contents alerts
• Purchase Full Text PDF documents

» Learn more about subscription options or how to become an IEEE Member.