A Numerical Method to Compute Cramer-Rao-Type Bounds for Challenging Estimation Problems.

Justin Dauwels Sascha Korl

Published in: ICASSP (5) (2006)

Keyphrases

numerical methods
estimation problems
lower bound
high dimensional
partial differential equations
parameter estimation
differential equations
state estimation
upper bound
worst case
image processing
state space
maximum likelihood
theoretical analysis
experimental data
covariance matrices