Constrained Cramér-Rao Lower Bound in Errors-In Variables (EIV) models: Revisited

The Constrained Cramér-Rao Lower Bound (CCRB) works only for an unbiased estimator. The CCRB of Stoica and Ng (1998) is revisited and generalized. The bound is applied to two applications in the nonlinear EIV models.