The Constrained Misspecified Crér-Rao Bound

• Published in: IEEE signal processing letters Vol. 23; no. 5; p. 718
• Main Authors: tunati, Stefano, Gini, Fulvio, Greco, Maria S
• Format: Journal Article
• Language: English
• Published: New York The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 01.05.2016

The aim of this letter is to provide a constrained version of the misspecified Crér-Rao bound (MCRB). Specifically, the MCRB is a lower bound on the error covariance matrix of any unbiased (in a proper sense) estimator of a deterministic parameter vector under misspecified models, i.e., when the tru...