4. Cramer-Rao boundary and ambiguity

The observation consists of a sequence of independent, centered circular Gaussian vectors with probability density : $p (\underline{X} / \underline{θ}) = {| π Γ |}^{- N} exp [- N tr (\hat{Γ} Γ^{- 1})]$ with

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Cramer-Rao boundary and ambiguity

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References

▪ Basic books on decision theory

(1) - FOURGEAUD (C.), FUCHS (A.) - Statistique. - Dunod, Paris (1967).
(2) - VANTREES (H.L.) - Detection, Estimation and Modulation Theory. - J. Wiley (1968).
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