On the existence of efficient estimators
On the existence of efficient estimators
复制标题
DOI：
10.1109/78.875460
复制
发表时间：
2000-11
期刊：
影响因子：
--
通讯作者：
A. Høst-Madsen
中科院分区：
文献类型：
--
作者：
A. Høst-Madsen
考虑了加性噪声中信号非随机参数估计的一般信号处理问题。本文研究的问题是在什么条件下存在有效估计，即，一个无偏估计的方差等于克拉美罗下限（CRB）。众所周知，如果信号是线性的，或者更一般地，在参数和噪声高斯中是仿射的，则确实存在有效的估计器。本文证明了在一定条件下，这是唯一存在有效估计量的情形。
The common signal processing problem of estimating some nonrandom parameters of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramer-Rao lower bound (CRB). It is well known that if the signal is linear or, more generally, affine in the parameters and the noise Gaussian, an efficient estimator does exist. This paper shows that under some conditions, this is the only case where an efficient estimator exists.