3 accepted papers
How accurately can one estimate a deterministic parameter subject to other unknown deterministic model parameters? The most popular answer to this question is given by the Cramer-Rao bound (CRB). The main assumption behind the derivation of the CRB is local unbiased estimation of all model parameter…
Parameter estimation using quantized observations is of importance in many practical applications. Under a symmetric 1-bit setup, consisting of a zero-threshold hard-limiter, it is well known that the large sample performance loss for low signal-to-noise ratios (SNRs) is moderate (2/Π or -1.96dB). T…
Tracking problems are usually investigated using the Bayesian approach. Many practical tracking problems involve some unknown deterministic nuisance parameters such as the system parameters or noise statistical parameters. This paper addresses the problem of state estimation in linear discrete-time…