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How To Create Cramer Rao Lower Bound Approach

For a general nonlinear non-Gaussian tracking problem, the new concept of conditional posterior Cramér–Rao lower bound (PCRLB) is introduced as a anchor metric for adaptive sensor management. Can a biased estimator be consistent?This sequence is consistent: the estimators are getting more and more concentrated near the true value θ0; at the same time, these estimators […]

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