Referenced Items are not available for this document.
The Cramer-Rao lower bound (CRLB) provides a useful tool for evaluating the performance of parameter estimation techniques. Several techniques for the computation of the asymptotic form of the CRLB for ARMA models are presented. It is shown that the asymptotic CRLB can be expressed as an explicit function of the model parameters.
Published in:
Acoustics, Speech and Signal Processing, IEEE Transactions on
(Volume:32
,
Issue:
4
)
Date of Publication: Aug 1984
- Page(s):
- 721 - 727
- ISSN :
- 0096-3518
- Digital Object Identifier :
- 10.1109/TASSP.1984.1164391
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 29 January 2003
- Issue Date :
- Aug 1984
- Sponsored by :
- IEEE Signal Processing Society
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