Chapter 8

Performance Analysis and Bounds

Brian M. Sadler and Terrence J. Moore,    Army Research Laboratory, Adelphi, MD, USA

Abstract

This chapter is an overview of performance analysis in statistical signal processing, including analysis of estimators, and related performance bounds. We survey key ideas and related tools for the analysis of algorithms, including parametric and non-parametric estimators. We also consider the Cramer-Rao bound in detail, including constraints. Bounds provide fundamental limits on estimation given some assumptions on the probability laws and a model for the parameters of interest. Together, fundamental bounds and analysis of algorithms go hand in hand to provide a complete picture.

Keywords

Estimation; Maximum likelihood; ...

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