Misspecified Cramér-rao bounds for complex unconstrained and constrained parameters. Fortunati, S. In 2017 25th European Signal Processing Conference (EUSIPCO), pages 1644-1648, Aug, 2017.
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In this paper, a generalization of the Misspecified Cramér-Rao Bound (MCRB) and of the Constrained MCRB (CMCRB) to complex parameter vectors is presented. Our derivation aims at providing lower bounds on the Mean Square Error (MSE) for both circular and non-circular, MS-unbiased, mismatched estimators. A simple toy example is also presented to clarify the theoretical findings.
@InProceedings{8081488,
  author = {S. Fortunati},
  booktitle = {2017 25th European Signal Processing Conference (EUSIPCO)},
  title = {Misspecified Cramér-rao bounds for complex unconstrained and constrained parameters},
  year = {2017},
  pages = {1644-1648},
  abstract = {In this paper, a generalization of the Misspecified Cramér-Rao Bound (MCRB) and of the Constrained MCRB (CMCRB) to complex parameter vectors is presented. Our derivation aims at providing lower bounds on the Mean Square Error (MSE) for both circular and non-circular, MS-unbiased, mismatched estimators. A simple toy example is also presented to clarify the theoretical findings.},
  keywords = {direction-of-arrival estimation;mean square error methods;MIMO radar;complex unconstrained parameters;complex parameter vectors;mean square error;misspecified Cramer-Rao bound;constrained MCRB;CMCRB;MSE;noncircular estimator;MS-unbiased estimator;mismatched estimators;Covariance matrices;Signal processing;Data models;Linear matrix inequalities;Europe;Estimation;Probability density function},
  doi = {10.23919/EUSIPCO.2017.8081488},
  issn = {2076-1465},
  month = {Aug},
}

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