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CRAMER RAO BOUND #2

DEAR ALL
I AM WORKING TO ESTIMATE CLEANER TIME FREQUENCY DISTRIBUTIONS USING
NEURAL NETWORKS
I WANT TO INCORPORATE CRAMER RAO BOUND AS THE DECISION CRITERIA
CAN SOMEONE PROVIDE ME WITH A GOOD UNDERSTANDING ON CRB MAY BE BY SOME
GOOD ARTICLE OR APPLICATION?
I SHALL BE OBLIGED
REGARDS
IMRAN

0
12/27/2006 4:20:47 PM
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"imran" <imran.shafi@gmail.com> wrote in message 
news:1167236447.105193.305430@f1g2000cwa.googlegroups.com...
> DEAR ALL
> I AM WORKING TO ESTIMATE CLEANER TIME FREQUENCY DISTRIBUTIONS USING
> NEURAL NETWORKS
> I WANT TO INCORPORATE CRAMER RAO BOUND AS THE DECISION CRITERIA
> CAN SOMEONE PROVIDE ME WITH A GOOD UNDERSTANDING ON CRB MAY BE BY SOME
> GOOD ARTICLE OR APPLICATION?
> I SHALL BE OBLIGED
> REGARDS
> IMRAN
>
An estimate is a random variable that is a (typically nonlinear) function of 
a set of other random variables. In many instances--I'm not sure if it is 
all instances--if you linearize this function around a particular value you 
can calculate the covariance of the estimate as a function of the covariance 
of the set of random variables. This is the CR(L)B. More complete coverage 
can be found in any book on estimation theory or by Googling "Cramer Rao". 


0
12/27/2006 6:58:51 PM
Steven M. Kay (1988) chap 13
0
s24093905 (19)
9/8/2007 9:32:52 PM
"Hugo Human" <s24093905@hotmail.com> wrote in message 
<fbv4e4$gd9$1@fred.mathworks.com>...
> Steven M. Kay (1988) chap 13


Sorry, I meant Steven M. Kay

Modern spectral estimation
Theory & Application
0
s24093905 (19)
11/12/2007 10:16:27 AM
Refer to Steven Kay's "statistical signal processing" book 
chapter 3
0
shital_ds (2)
7/31/2008 1:39:01 AM
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