CRLB and ML for parametric estimate: new results

  • Authors:
  • A. Farina;A. Di Lallo;L. Timmoneri;T. Volpi;B. Ristic

  • Affiliations:
  • SELEX SI, Via Tiburtina, Rome, Italy;SELEX SI, Via Tiburtina, Rome, Italy;SELEX SI, Via Tiburtina, Rome, Italy;SELEX SI, Via Tiburtina, Rome, Italy;DSTO, ISR division, Edinburgh, SA, Australia

  • Venue:
  • Signal Processing
  • Year:
  • 2006

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Abstract

In the present paper, we calculate the Cramér-Rao Lower Bound (CRLB) for the Pd Pfa 0 case, accounting both for missed detections and false alarms, for an estimation problem in a surveillance system where the measurements are acquired by a radar. The analysis, which is limited to the parameter estimation for a deterministic steady-state target motion, is a further innovation in the computation of the CRLB of maximum likelihood estimators for deterministic steady-state models; in fact, the classical theory applies only in the unrealistic case of Pd = 1 and Pfa = 0. The results obtained by means of a Monte Carlo simulation successfully validate our extended enhanced estimation method.