The hybrid Cramér-Rao bound and the generalized Gaussian linear estimation problem

Abstract

This paper explores the hybrid Cramer-Rao lower-bound (HCRLB) for a Gaussian generalized linear estimation problem in which some of the unknown parameters are deterministic while the other are random. In general, the HCRLB on the non-Bayesian parameters is not asymptotically tight. However, we show that for the generalized Gaussian linear estimation problem… (More)

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