• 제목/요약/키워드: Cramer-Rao lower bound

검색결과 44건 처리시간 0.03초

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

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제23권1호
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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
    • 품질경영학회지
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    • 제22권1호
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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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수신 신호의 위상 추정값에 대한 분산과 성능분석에 의한 페이딩 채널 해석 (Analysis of System on the Combining Reception and the Variance of the Phase Estimate of a Sinusoidal Signal over Wireless Fading Channels)

  • 함영만;이강원
    • 한국정보통신학회논문지
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    • 제14권2호
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    • pp.277-286
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    • 2010
  • 이동통신 시스템에서 발생하는 큰 문제점 중의 하나는 다중 경로에 의한 신호 진폭의 감쇄 현상인 페이딩을 들수 있다. 이 때 동기시스템에서 maximum a posteriori 신호 위상 추정값의 분산에 대한 Cramer-Rao bound를 고찰하여 수신신호의 위상을 추정한다. 나카가미 페이딩 채널에서의 위상의 분산값에 대한 Cramer-Rao 하한치를 발견하기 위해서 위상에 대한 확률 밀도 함수를 이용한다. 또한 순서통계량을 이용하여 일반화된 선택 합성기법에 대한 오류 확률식을 유도하여 적절한 다이버시티 가짓수를 분석하였다.

Target tracking accuracy and performance bound

  • 윤동훈;엄석원;윤동욱;고한석
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1998년도 하계종합학술대회논문집
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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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    • 제6권2호
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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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    • 제14권5호
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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.

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

  • 황유모
    • 전기학회논문지
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    • 제60권3호
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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.

대역제한 백색잡음 재밍환경에서 GPS L1 C/A 신호를 위한 유효 반송파 대 잡음 전력비 추정치의 CRLB (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)

  • 유승수;염동진;지규인;김선용
    • 제어로봇시스템학회논문지
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    • 제20권8호
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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.

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

  • 박지성;조성호;강돈혁
    • 한국음향학회지
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    • 제36권3호
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    • pp.218-227
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    • 2017
  • 본 논문에서는 배열센서에서 DOA(Direction Of Arrival)를 수행하는 경우 크래머 라오 하한을 이용하여 표적신호가 수신되는 방위오차의 최소분산을 계산하고, 탐지 방위오차 및 위치추정 거리오차를 추정하는 방안을 제시한다. 신호 대 잡음비는 DOA의 정확도 즉, 표적의 탐지 방위오차 및 위치추정 거리오차를 결정한다. 일반적으로 신호대 잡음비는 음원준위, 소음준위, 전달손실, 배열센서의 형상, 빔 조향 방위에 따라 달라진다. 표적의 공간상 상대적 위치와 소음준위가 달라지는 경우, 신호 대 잡음비의 변화에 따른 탐지 방위오차 및 위치추정 거리오차를 확률적으로 추정하는 몬테카를로 시뮬레이션을 수행함으로써, 제안된 방법을 검증하였다.

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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    • 제7권2호
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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.