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On the Cramér-Rao lower bound under model mismatch
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Middle East Technical University, Turkey.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2015 (English)In: 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP): Proceedings, Institute of Electrical and Electronics Engineers (IEEE), 2015, 3986-3990 p.Conference paper, Published paper (Refereed)
Abstract [en]

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 for the corresponding estimation problem.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2015. 3986-3990 p.
Series
International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Keyword [en]
Statistical Signal Processing, Cram ́er- Rao Lower bound, Parameter Estimation, Model mismatch
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-121622DOI: 10.1109/ICASSP.2015.7178719ISI: 000368452404026ISBN: 978-1-4673-6997-8 (print)OAI: oai:DiVA.org:liu-121622DiVA: diva2:857369
Conference
IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Brisbane, Australia, April 19-24
Available from: 2015-09-28 Created: 2015-09-28 Last updated: 2016-07-29Bibliographically approved

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Fritsche, CarstenÖzkan, EmreGustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
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  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
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