On the Hybrid Cramér-Rao Bound and Its Application to Dynamical Phase Estimation

Stéphanie Bay 1 Benoit Geller 2 Alexandre Renaux 3 Jean-Pierre Barbot 1 Jean-Marc Brossier 4
1 SATIE - Systèmes et Applications des Technologies de l'Information et de l'Energie
2 IS - Ingénierie Systèmes
3 L2S - Laboratoire des signaux et systèmes
4 GIPSA-C2S - C2S
GIPSA-DIS - Département Images et Signal
Abstract : This letter deals with the Cramér-Rao bound for the estimation of a hybrid vector with both random and deterministic parameters. We point out the specificity of the case when the deterministic and the random vectors of parameters are statistically dependent. The relevance of this expression is illustrated by studying a practical phase estimation problem in a non data-aided communication context.
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Stéphanie Bay, Benoit Geller, Alexandre Renaux, Jean-Pierre Barbot, Jean-Marc Brossier. On the Hybrid Cramér-Rao Bound and Its Application to Dynamical Phase Estimation. IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2008, 15, pp.453-456. ⟨10.1109/LSP.2008.921461⟩. ⟨hal-01239443⟩

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