## Normalized CRLB – an alternate form of CRLB and its relation to estimator sensitivity

The variance of an estimate is always greater than or equal to Cramer Rao Lower Bound of the estimate. The CRLB is in turn given by inverse of Fisher...

## Cramer Rao Lower Bound for Phase Estimation

Consider the DSB carrier frequency estimation problem given in the introductory chapter to estimation theory. A message is sent across a channel modulated by a sinusoidal carrier with carrier...

## Efficient Estimators and CRLB

It has been reiterated that not all estimators are efficient. Even not all the MVUE are efficient. Then how do we quantify whether the estimator designed by us is...

## Applying Cramer Rao Lower Bound (CRLB) to find a Minimum Variance Unbiased Estimator (MVUE)

It was mentioned in one of the earlier articles that CRLB may provide a way to find a MVUE (Minimum Variance Unbiased Estimators). Theorem: There exists an unbiased estimator...

## Cramer Rao Lower Bound for Scalar Parameter Estimation

Consider a set of observed data samples and is the scalar parameter that is to be estimated from the observed samples. The accuracy of the estimate depends on how...

## Introduction to Cramer Rao Lower Bound (CRLB)

The criteria for existence of having an Minimum Variance Unbiased Estimator (MVUE) was discussed in a previous article. To have an MVUE, it is necessary to have estimates that...

## Minimum Variance Unbiased Estimators (MVUE)

As discussed in the introduction to estimation theory, the goal of an estimation algorithm is to give an estimate of random variable(s) that is unbiased and has minimum variance....