On the Cramér-Rao lower bound under model mismatch

Carsten Fritsche; Umut Orguner; Emre Özkan; Fredrik Gustafsson

ICASSP 2015accepted0 citations

On the Cramér-Rao lower bound under model mismatch

Carsten Fritsche, Umut Orguner, Emre Özkan, Fredrik Gustafsson

Abstract

Cramér-Rao lower bounds (CRLBs) are proposed for deterministic parameter estimation under model mismatch conditions where the assumed data model used in the design of the estimators differs from the true data model. The proposed CRLBs are defined for the family of estimators that may have a specified bias (gradient) with respect to the assumed model. The resulting CRLBs are calculated for a linear Gaussian measurement model and compared to the performance of the maximum likelihood estimator for the corresponding estimation problem.

BibTeX

@inproceedings{icassp2015_onthecramrraolow,
  title = {On the Cramér-Rao lower bound under model mismatch},
  author = {Carsten Fritsche and Umut Orguner and Emre Özkan and Fredrik Gustafsson},
  booktitle = {ICASSP 2015},
  year = {2015}
}