On the existence of efficient estimators

Authors
Citation
A. Host-madsen, On the existence of efficient estimators, IEEE SIGNAL, 48(11), 2000, pp. 3028-3031
Citations number
11
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
11
Year of publication
2000
Pages
3028 - 3031
Database
ISI
SICI code
1053-587X(200011)48:11<3028:OTEOEE>2.0.ZU;2-Z
Abstract
The common signal processing problem of estimating some nonrandom parameter s of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramer-Rao lower bound (CR B). It is well known that if the signal is linear or, more generally, affin e in the parameters and the noise Gaussian, an efficient estimator does exi st. This paper shows that under some conditions, this is the only case wher e an efficient estimator exists.