The Hybrid Cramer-Rao Lower Bound - From Practice to Theory
Hagit Messer · 2006
In 1987, Rockah and Schultheiss (1987) introduced the hybrid Cramer-Rao lower bound (HCRLB ) as an extension of the classical Cramer-Rao bound (CRLB). Whereas the classical CRLB is applicable to the estimation of non-random parameters, and the Bayesian CRLB applies to random parameters, the HCRLB is applicable to the joint estimation of random and non-random parameters. In this paper was review the basic theory of the multi-parameter Cramer-Rao type bounds in a unified framework. Then, we discus the limitations of the HCRLB which may explain why it has not been introduced till needed for a certain array processing application, where it has shown to be useful