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Cramer-Rao lower bound for parameter estimation in nonlinear systems

Cramer-Rao lower bound for parameter estimation in nonlinear systems
Cramer-Rao lower bound for parameter estimation in nonlinear systems

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.

Cramer-Rao lower bound (CRLB), Estimation, Fisher information matrix, Molecular interactions, Nonlinear systems, Parameter, Surface plasmon resonance (SPR) experiments
1070-9908
855-858
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Ward, E. Sally
b31c0877-8abe-485f-b800-244a9d3cd6cc
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Ward, E. Sally
b31c0877-8abe-485f-b800-244a9d3cd6cc
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36

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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More information

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

Identifiers

Local EPrints ID: 424089
URI: http://eprints.soton.ac.uk/id/eprint/424089
ISSN: 1070-9908
PURE UUID: 6df94f99-a8b2-40b7-b5d2-5f44d3580ca0
ORCID for E. Sally Ward: ORCID iD orcid.org/0000-0003-3232-7238
ORCID for Raimund J. Ober: ORCID iD orcid.org/0000-0002-1290-7430

Catalogue record

Date deposited: 04 Oct 2018 16:30
Last modified: 18 Mar 2024 03:48

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Contributors

Author: Zhiping Lin
Author: Qiyue Zou
Author: E. Sally Ward ORCID iD
Author: Raimund J. Ober ORCID iD

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