Cramer-Rao lower bound for parameter estimation in nonlinear systems

Lin, Zhiping, Zou, Qiyue, Ward, E. Sally and Ober, Raimund J. (2005) Cramer-Rao lower bound for parameter estimation in nonlinear systems. IEEE Signal Processing Letters, 12 (12), 855-858. (doi:10.1109/LSP.2005.859498).

Record type: Article

Abstract

Calculation of the Cramer-Rao lower bound, i.e., the inverse of the Fisher information matrix, for output data sets of a general nonlinear system is a challenging problem and is considered in this letter. It is shown that the Fisher information matrix for a data set generated by a nonlinear system with additive Gaussian measurement noise can be expressed in terms of the outputs of its derivative system that is also a nonlinear system. An example is considered arising from surface plasmon resonance experiments to determine the dynamic parameters of molecular interactions.

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e-pub ahead of print date: 21 November 2005

Published date: December 2005

Keywords: Cramer-Rao lower bound (CRLB), Estimation, Fisher information matrix, Molecular interactions, Nonlinear systems, Parameter, Surface plasmon resonance (SPR) experiments