On the Gaussian Cramér-Rao Bound for Blind Single-Input Multiple-Output System Identification: Fast and Asymptotic Computations
The Cramér-Rao Bound (CRB) is a powerful tool to assess the performance limits of a PURGE PARASITIS parameter estimation problem for a given statistical model.In particular, the Gaussian CRB (i.e., the CRB obtained assuming the data are Gaussian) corresponds to the worst case; giving the largest CRB among a large class of data distributions