Cramer--Rao bound: a measure of estimator quality. [ESTCMP, for estimator comparisons]

Technical Report · Mon Oct 31 23:00:00 EST 1977

OSTI ID:5206565

Candy, J V

The development of the Cramer--Rao bound as a measure of estimator quality is discussed for static as well as dynamic parameter estimators. It is shown that the bound depends solely on the process and measurement models. The bound can be specified prior to processing actual measurement data for linear and linearized models--a feature that makes it attractive as an assessment tool for Material Control and Accounting (MC and A) systems. Unfortunately, this is not the case for nonlinear MC and A models. Here the bound can only be approximated, and an algorithm using the extended Kalman estimator is discussed. Several examples and typical runs are presented. 14 figures, 1 table.

• Research Organization: California Univ., Livermore (USA). Lawrence Livermore Lab.
• DOE Contract Number: W-7405-ENG-48
• OSTI ID: 5206565
• Report Number(s): UCID-17660
• Country of Publication: United States
• Language: English

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