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Estimation Theory
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Inverse of the
Fisher Matrix:
15.
lowest possible variance
16.
Purpose of CRB
analysis:
17.
indicate the performance
bounds of a particular problem.
18.
facilitate analysis of
factors that impact most on the performance of an algorithm.
19.
20.
21.
22.
23.
Fisher information is
high when:
24.
High negative curvature
at s for all r (on average)
25.
Rapid change in
p(r|s) at s for all r (on average)
26.
27.
28.
The best unbiased
estimator is only so good.
29.
The best unbiased
estimator is the ML estimate
30.
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