Some Classes of Global Cramer-Rao Bounds
若干类全局 Cramér–Rao 界
This paper considers Cramer-Rao type bounds for the estimation error of a parameter in a Bayesian setup. This class of bounds, introduced by Van Trees, proved useful in various stochastic communications and control problems. Two issues are considered in this paper. The first deals with a comparison of the tightness of several different versions of the bound in the multivariate case. The second introduces several useful generalizations of the original version of the bound.