Cramér-Rao Bounds for Polynomial Signal Estimation Using Sensors With AR(1) Drift

  title={Cram{\'e}r-Rao Bounds for Polynomial Signal Estimation Using Sensors With AR(1) Drift},
  author={Swarnendu Kar and Pramod K. Varshney and Marimuthu Swami Palaniswami},
  journal={IEEE Transactions on Signal Processing},
We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively studied in the literature, the loss of estimation performance due to systematic errors like drift have rarely been looked into. In this paper, we derive closed-form Fisher Information Matrix and subsequently Cramér-Rao bounds (up to reasonable approximation… 

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