Lecture 6 Mojtaba Soltanalian- UIC msol@uic.edu - - PowerPoint PPT Presentation

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Lecture 6 Mojtaba Soltanalian- UIC msol@uic.edu - - PowerPoint PPT Presentation

Detection and Estimation Theory Lecture 6 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) The Cramer-Rao Lower Bound Vector form of the CRLB Vector form of the CRLB


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Detection and Estimation Theory Lecture 6

Mojtaba Soltanalian- UIC

msol@uic.edu http://msol.people.uic.edu

Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)

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The Cramer-Rao Lower Bound

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Vector form of the CRLB

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Vector form of the CRLB

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Vector form of the CRLB examples

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Vector form of the CRLB examples

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CRLB for transformations

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Vector CRLB for transformations

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MVUE & Linear Models

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Examples

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Examples

(?)

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Examples

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Examples

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MVUE for Linear Models

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General Linear Model

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General Linear Model

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Example