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A modified Cramér-Rao bound and its applications (Corresp.)

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2 Author(s)

A new way of treating extraneous or nuisance parameters in applying the Cramér-Rao bound is presented. The modified method duces substantially fighter bounds in two important applications. In particular, new bounds are obtained for the variance of estimates of arrival times for the Rayleigh channel.

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Information Theory, IEEE Transactions on  (Volume:24 ,  Issue: 3 )