کد مقاله کد نشریه سال انتشار مقاله انگلیسی ترجمه فارسی نسخه تمام متن
4977385 1367710 2018 10 صفحه PDF سفارش دهید دانلود کنید
عنوان انگلیسی مقاله
Slepian-Bangs-type formulas and the related Misspecified Cramér-Rao Bounds for Complex Elliptically Symmetric distributions
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Slepian-Bangs-type formulas and the related Misspecified Cramér-Rao Bounds for Complex Elliptically Symmetric distributions
چکیده انگلیسی


- Slepian-Bangs (SB) formulas for Complex Elliptically Symmetric (CES) distributions under model misspecification are derived.
- The Misspecified Cramér-Rao Bounds can be deduced from the derived SB formulas.
- The proposed SB formulas encompass all the previously derived expressions.

In this paper, Slepian-Bangs-type formulas for Complex Elliptically Symmetric distributed (CES) data vectors in the presence of model misspecification are provided. The basic Slepian-Bangs (SB) formula has been introduced in the array processing literature as a convenient and compact representation of the Fisher Information Matrix (FIM) for parameter estimation under (parametric) Gaussian data model. Extending recent results on this topic, in this paper, we provide a new generalization of the classical SB formula to parametric estimation problems involving non-Gaussian, heavy-tailed, CES distributed data in the presence of model misspecification. Moreover, we show that our proposed formulas encompass the special cases of the SB formula for CES distributions under perfect model specification, the SB formulas in the presence of misspecified Gaussian models, and the SB formula for the estimation of the scatter matrix of a set of CES distributed data under misspecification of the density generator.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 142, January 2018, Pages 320-329
نویسندگان
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