On the Cramér-Rao lower bound under model mismatch

@article{Fritsche2015OnTC,
  title={On the Cram{\'e}r-Rao lower bound under model mismatch},
  author={Carsten Fritsche and Umut Orguner and Emre {\"O}zkan and Fredrik Gustafsson},
  journal={2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
  year={2015},
  pages={3986-3990}
}
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… CONTINUE READING

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