NDLI: Geometry of the Cramer-Rao bound

Content Provider	IEEE Xplore Digital Library
Author	Scharf, L.L. McWhorter, L.T.
Copyright Year	1992
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA (Scharf, L.L.; McWhorter, L.T.)
Abstract	The Fisher information matrix determines how much information is given by a measurement about the parameters that index the underlying probability distribution. This paper assumes that the parameters structure the mean value vector in a multivariate normal distribution. The Fisher matrix is then a Gramian constructed from the sensitivity vectors that characterize the first-order variation in the mean with respect to the parameters. The inverse of the Fisher matrix has several geometrical properties that bring insight into the problem of identifying multiple parameters. The angle between a given sensitivity vector and the linear subspace spanned by all others determines the variance bound for identifying a given parameter. Similarly, the covariance for identifying the linear influence of two different subsets of parameters depends on the principal angles between the linear subspaces spanned by the sensitivity vectors for the respective subsets.
Starting Page	5
Ending Page	8
File Size	257160
Page Count	4
File Format	PDF
ISBN	0780305086
DOI	10.1109/SSAP.1992.246835
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1992-10-07
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Vectors Covariance matrix Electric variables measurement Modal analysis Time series analysis Contracts Phased arrays Probability density function Information geometry Gaussian distribution
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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