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New Expression for the Functional Transformation of the Vector Cramér-Rao Lower Bound
2013 IEEE 14th Workshop on Signal Processing Advances in Wireless Communications (2013)
  • Ali A. Nasir
  • Hani Mehrpouyan
  • Rodney A. Kennedy
Abstract
Assume that it is desired to estimate α = f(θ), where f(·) is an r-dimensional function. This paper derives the general expression for the functional transformation of the vector Cramér-Rao lower bound (CRLB). The derived bound is a tight lower bound on the estimation of uncoupled parameters, i.e., parameters that can be estimated separately. Unlike previous results in the literature, this new expression is not dependent on the inverse of the Fisher’s information matrix (FIM) of the untransformed parameters, θ. Thus, it can be applied to scenarios where the FIM for θ is ill-conditioned or singular. Finally, as an application, the derived transformation is applied to determine the exact CRLB for estimation of channel parameters in amplify-and-forward relaying networks.
Keywords
  • Cramér-Rao lower bound (CRLB),
  • Fisher information matrix (FIM),
  • channel estimation
Publication Date
2013
Publisher Statement
© 2013 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. doi: 10.1109/SPAWC.2013.6612079
Citation Information
Ali A. Nasir, Hani Mehrpouyan and Rodney A. Kennedy. "New Expression for the Functional Transformation of the Vector Cramér-Rao Lower Bound" 2013 IEEE 14th Workshop on Signal Processing Advances in Wireless Communications (2013)
Available at: http://works.bepress.com/hani_mehrpouyan/33/