On CRB for Parameter Estimation in Two Component Gaussian Mixtures and the Impact of Misspecification

Abstract

A closed form expression for the Cramer Rao lower bound (CRB) for parameter estimation in the presence of a two component Gaussian mixture noise model is derived. It is further shown that this closed form expression can be lower bounded by a simple two term expression. Closed form expressions are also derived for the variance of the maximum likelihood… (More)
DOI: 10.1109/TCOMM.2012.12.110539

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