Sensitivity Archives - GaussianWaves

Normalized CRLB – an alternate form of CRLB

November 23, 2020December 27, 2012 by Mathuranathan

Key focus: Normalized CRLB (Cramér-Rao Lower bound) is an alternate form of CRLB. Let’s explore how normalized CRLB is related to estimator sensitivity. The variance of an estimate is always greater than or equal to Cramér-Rao Lower Bound of the estimate. The CRLB is in turn given by inverse of Fisher Information. The following equation … Read more

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