Sara El Bouch

A Modified Cramér-Rao Bound for Discrete-Time Markovian Dynamic Systems

It is well-known that the Modified Cramér-Rao Bound (MCRB) holds particular value in nonstandard deterministic estimation scenarios. Specifically, it proves invaluable when, in addition to estimating deterministic parameters, one needs to determine the probability density function (p.d.f) of the dat…