A recursive algorithm for computing Cramer-Rao-type bounds on estimator covariance. Hero, A. O. & Fessler, J. A. IEEE Trans. Info. Theory, 40(4):1205–10, July, 1994.
doi  bibtex   
@ARTICLE{hero:94:ara,
 author = {A. O. Hero and J. A. Fessler},
 title = {A recursive algorithm for computing {Cramer-Rao-type} bounds on estimator covariance},
 journal = {{IEEE Trans. Info. Theory}},
 volume = 40,
 number = 4,
 pages = {{1205--10}},
 month = jul,
 doi = {10.1109/18.335955},
 year = 1994
}

Downloads: 0