A Recursive Algorithm for Computing Cramer-Rao-Type Bouads on Estimator Covariance
dc.contributor.author | Hero, Alfred III | en_US |
dc.contributor.author | Fessler, Jeffrey A. | en_US |
dc.date.accessioned | 2011-08-18T18:21:11Z | |
dc.date.available | 2011-08-18T18:21:11Z | |
dc.date.issued | 1994-07 | en_US |
dc.identifier.citation | Hero, A.; Fessler, J.A. (1994). "A Recursive Algorithm for Computing Cramer-Rao-Type Bouads on Estimator Covariance."IEEE Transactions on Information Theory 40(4): 1205-1210. <http://hdl.handle.net/2027.42/85950> | en_US |
dc.identifier.issn | 0018-9448 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/85950 | |
dc.description.abstract | We give a recursive algorithm to calculate submatrices of the Cramer-Rao (CR) matrix bound on the covariance of any unbiased estimator of a vector parameter ?_. Our algorithm computes a sequence of lower bounds that converges monotonically to the CR bound with exponential speed of convergence. The recursive algorithm uses an invertible “splitting matrix” to successively approximate the inverse Fisher information matrix. We present a statistical approach to selecting the splitting matrix based on a “complete-data-incomplete-data” formulation similar to that of the well-known EM parameter estimation algorithm. As a concrete illustration we consider image reconstruction from projections for emission computed tomography. | en_US |
dc.publisher | IEEE | en_US |
dc.title | A Recursive Algorithm for Computing Cramer-Rao-Type Bouads on Estimator Covariance | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Biomedical Engineering | en_US |
dc.subject.hlbtoplevel | Engineering | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Electrical Engineering and Computer Science. | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/85950/1/Fessler104.pdf | |
dc.identifier.doi | 10.1109/18.335955 | en_US |
dc.identifier.source | IEEE Transactions on Information Theory | en_US |
dc.owningcollname | Electrical Engineering and Computer Science, Department of (EECS) |
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