Hi,
I have a question about estimation of parameter vector. If I have
observations available, and I only want to estimate a parameter, then the
estimator's Mean Square error is bounded by Cramer-Rau bound. However if I
want to estimate a vector, is there any similar bound about MSE
performance? Any advice or sugestion of books will be highly appreciated.
Thank you very much!
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Haoli Qian
Department of Electrical Engineering
University at Buffalo
Buffalo, NY 14260
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