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
}
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