On the Constrained CramÉr-Rao Bound With a Singular Fisher Information Matrix


The problem considered in this letter is to bound the performance of estimators of a deterministic parameter which satisfies given constraints. Specifically, previous work on the constrained Cramér–Rao bound (CRB) is generalized to include singular Fisher information matrices and biased estimators. A necessary and sufficient condition for the existence of a… (More)
DOI: 10.1109/LSP.2009.2016831