CRLB and ML for parametric estimate: New results

详细信息    查看全文

• 作者：A. Farina ; A. Di Lallo ; L. Timmoneri ; T. Volpi and B. Ristic
• 关键词：MLE ; CRLB ; Ballistic target model ; Detection probability ; Probability of false alarm ; Target tracking
• 刊名：Signal Processing
• 出版年：2006
• 出版时间：April 2006
• 年：2006
• 卷：86
• 期：4
• 页码：804-813
• 全文大小：245 K

文摘

In the present paper, we calculate the Cramér–Rao Lower Bound (CRLB) for the P_d<1 and P_fa>0 case, accounting both for missed detections and false alarms, for an estimation problem in a surveillance system where the measurements are acquired by a radar. The analysis, which is limited to the parameter estimation for a deterministic steady-state target motion, is a further innovation in the computation of the CRLB of maximum likelihood estimators for deterministic steady-state models; in fact, the classical theory applies only in the unrealistic case of P_d