A theory of Cramer-Rao bounds for constrained parametric models |
Posted on:2011-08-14 | Degree:Ph.D | Type:Thesis |
University:University of Maryland, College Park | Candidate:Moore, Terrence Joseph, Jr | Full Text:PDF |
GTID:2448390002953276 | Subject:Mathematics |
Abstract/Summary: | |
A simple expression for the Cramer-Rao bound (CRB) is presented for the scenario of estimating parameters theta that are required to satisfy a differentiable constraint function f( theta). A proof of this constrained CRB (CCRB) is provided using the implicit function theorem, and the encompassing theory of the CCRB is proven in a similar manner. This theory includes connecting the CCRB to notions of identifiability of constrained parameters; the linear model under a linear constraint; the constrained maximum likelihood problem, it's asymptotic properties and the method of scoring with constraints; and hypothesis testing. The value of the tools developed in this theory are then presented in the communications context for the convolutive mixture model and the calibrated array model. |
Keywords/Search Tags: | Theory, Model, Constrained |
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