• Title/Summary/Keyword: Cramer-Rao Lower bound

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A Sharp Cramer-Rao type Lower-Bound for Median-Unbiased Estimators

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.187-198
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    • 1994
  • We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

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Some Lower Bound of Cramer-Rao type for Median-Unbiased Estimates

  • So, Beong-Soo
    • Journal of Korean Society for Quality Management
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    • v.22 no.1
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    • pp.205-213
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    • 1994
  • We construct a new lower bound of Cramer-Rao type for the median-unbiased estimator in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of censored reliability data are considered as examples.

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Analysis of System on the Combining Reception and the Variance of the Phase Estimate of a Sinusoidal Signal over Wireless Fading Channels (수신 신호의 위상 추정값에 대한 분산과 성능분석에 의한 페이딩 채널 해석)

  • Ham, Young-Marn;Lee, Kang-Won
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.2
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    • pp.277-286
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    • 2010
  • In this paper amplitude and phase distortion of the received signal through a fading channel results in a severe performance degradation of the communication system, Therefore we consider the variance of the maximum a posteriori phase estimate of sinusoidal signal by the Cramer-Rao bound in wireless fading channel. To find the Cramer-Rao lower bound for the variance of the phase, We use the derived probability density function(pdf) of the phase in Nakagami fading channel. We analyze the error performance of modulation signals using order statistics on generalized combining reception and find adequate diversity branch number.

Target tracking accuracy and performance bound

  • 윤동훈;엄석원;윤동욱;고한석
    • Proceedings of the IEEK Conference
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    • 1998.06a
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    • pp.635-638
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    • 1998
  • This paper proposes a simple method to measure system's performance in target tracking problems. Essentially employing the Cramer-Rao lower bound (CRLB) on trakcing accuracy, an algorithm of predicting system's performance under various scenarios is developed. The input data is a collection of measurements over time fromsensors embedded in gaussian noise. The target of interest may not maneuver over the processing time interval while the own ship observing platform may maneuver in an arbitrary fashion. Th eproposed approach is demonstrated and discussed through simulation results.

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Mixed Replacement Designs for Life Testing with Interval Censoring

  • Tai Sup;kesar Singh
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.443-456
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    • 1999
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure are examined when the distribution s of lifetimes are exponential. it is assumed that due to physical restrictions and/or economic constraints the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. Comparisons of mixed replacement designs are made with those with and without replacement The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bound which is the asymptotic variance of the estimator is derived. The test conditions for minimizing the Cramer-Rao lower bound and minimizing the test costs within a desired width of the Cramer-Rao bound have been studied.

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Analysis of TDOA and TDOA/SS Based Geolocation Techniques in a Non-Line-of-Sight Environment

  • Huang, Jiyan;Wan, Qun
    • Journal of Communications and Networks
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    • v.14 no.5
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    • pp.533-539
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    • 2012
  • The performance analysis of wireless geolocation in a non-line-of-sight (NLOS) environment is a very important issue. Since Cramer-Rao lower bound (CRLB) determines the physical impossibility of the variance of an unbiased estimator being less than the bound, many studies presented the performance analysis in terms of CRLB. Several CRLBs for time-of-arrival (TOA), pseudo-range TOA, angle-of-arrival (AOA), and signal strength (SS) based positioning methods have been derived for NLOS environment. However, the performance analysis of time difference of arrival (TDOA) and TDOA/SS based geolocation techniques in a NLOS environment is still an opening issue. This paper derives the CRLBs of TDOA and TDOA/SS based positioning methods for NLOS environment. In addition, theoretical analysis proves that the derived CRLB for TDOA is the same as that of pseudo-range TOA and the TDOA/SS scheme has a lower CRLB than the TDOA (or SS) scheme.

Frequency Offset Estimation Technique for MB-OFDM Based UWB Systems (다중대역 직교 주파수 분할 다중 (MB-OFDM) 기반 초광대역(UWB) 시스템을 위한 주파수 오프셋 추정 기법)

  • Hwang, Hu-Mor;Rehman, Razi Ur
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.3
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    • pp.648-653
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    • 2011
  • We propose a new frequency offset estimation technique for multiband orthogonal frequency modulation (MB-OFDM) based ultra wideband (UWB) systems. The proposed frequency offset estimation technique is related to the scheme of Schmidl for channel model 1 (4-1Om NLOS, rms. delay =14.3ns.) using more than two symbols and with alternate symbols. Variance of frequency offset estimate obtained from the proposed frequency offset estimation technique approaches very nearing to Cramer Rao Lower Bound (CRLB) in an AWGN channel. BER performance of the proposed technique is also presented.

Cramer-Rao Lower Bound of Effective Carrier-to-noise Power Ratio Estimation for a GPS L1 C/A Signal under Band-limited White Noise Jamming Environments (대역제한 백색잡음 재밍환경에서 GPS L1 C/A 신호를 위한 유효 반송파 대 잡음 전력비 추정치의 CRLB)

  • Yoo, Seungsoo;Yeom, Dong-Jin;Jee, Gyu-In;Kim, Sun Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.890-894
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    • 2014
  • In this paper, we derive the CRLB (Cramer-Rao Lower Bound) of effective carrier-to-noise power ratio ($C/N_0$) estimation for a GPS (Global Positioning System) L1 C/A (Coarse/Acquisition) signal under band-limited white noise jamming environments. The quality of a received GPS signal is commonly described in terms of its $C/N_0$, implying that the noise is white and thus can be described by scalar noise density. However, if some intentional interference is received to a victim GPS receiver, then the $C/N_0$ is no longer the efficacious performance indicator. The correct and straightforward measurement to analyze the receiving situation is the effective $C/N_0$. In this paper, we consider a band-limited white noise jamming whose bandwidth is 2MHz and is the same as one of the first null-to-null bandwidth of the GPS L1 C/A signal.

Error analysis of acoustic target detection and localization using Cramer Rao lower bound (크래머 라오 하한을 이용한 음향 표적 탐지 및 위치추정 오차 분석)

  • Park, Ji Sung;Cho, Sungho;Kang, Donhyug
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.3
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    • pp.218-227
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    • 2017
  • In this paper, an algorithm to calculate both bearing and distance error for target detection and localization is proposed using the Cramer Rao lower bound to estimate the minium variance of their error in DOA (Direction Of Arrival) estimation. The performance of arrays in detection and localization depends on the accuracy of DOA, which is affected by a variation of SNR (Signal to Noise Ratio). The SNR is determined by sonar parameters such as a SL (Source Level), TL (Transmission Loss), NL (Noise Level), array shape and beam steering angle. For verification of the suggested method, a Monte Carlo simulation was performed to probabilistically calculate the bearing and distance error according to the SNR which varies with the relative position of the target in space and noise level.

Doppler-shift estimation of flat underwater channel using data-aided least-square approach

  • Pan, Weiqiang;Liu, Ping;Chen, Fangjiong;Ji, Fei;Feng, Jing
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.2
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    • pp.426-434
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    • 2015
  • In this paper we proposed a dada-aided Doppler estimation method for underwater acoustic communication. The training sequence is non-dedicate, hence it can be designed for Doppler estimation as well as channel equalization. We assume the channel has been equalized and consider only flat-fading channel. First, based on the training symbols the theoretical received sequence is composed. Next the least square principle is applied to build the objective function, which minimizes the error between the composed and the actual received signal. Then an iterative approach is applied to solve the least square problem. The proposed approach involves an outer loop and inner loop, which resolve the channel gain and Doppler coefficient, respectively. The theoretical performance bound, i.e. the Cramer-Rao Lower Bound (CRLB) of estimation is also derived. Computer simulations results show that the proposed algorithm achieves the CRLB in medium to high SNR cases.