The CRLB for bilinear systems and its biomedical applications
The CRLB for bilinear systems and its biomedical applications
The Cramer Rao lower bound (CRLB) provides a lower bound on the covariance matrix of any unbiased estimator of unknown parameters. It is shown in this paper that the CRLB for a data set generated by a bilinear system with additive Gaussian measurement noise can be expressed explicitly in terms of the outputs of its derivative system which is also bilinear. For bilinear systems with piecewise constant inputs the CRLB for uniformly sampled data can be efficiently computed through solving certain Lyapunov equations. The theoretical results are illustrated through an example arising from surface plasmon resonance experiments for the determination of the kinetic parameters of protein-protein interactions.
1338-1341
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
2005
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
Lin, Zhiping, Zou, Qiyue and Ober, Raimund J.
(2005)
The CRLB for bilinear systems and its biomedical applications.
Proceedings - IEEE International Symposium on Circuits and Systems, , [1464843].
(doi:10.1109/ISCAS.2005.1464843).
Abstract
The Cramer Rao lower bound (CRLB) provides a lower bound on the covariance matrix of any unbiased estimator of unknown parameters. It is shown in this paper that the CRLB for a data set generated by a bilinear system with additive Gaussian measurement noise can be expressed explicitly in terms of the outputs of its derivative system which is also bilinear. For bilinear systems with piecewise constant inputs the CRLB for uniformly sampled data can be efficiently computed through solving certain Lyapunov equations. The theoretical results are illustrated through an example arising from surface plasmon resonance experiments for the determination of the kinetic parameters of protein-protein interactions.
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Published date: 2005
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Local EPrints ID: 424092
URI: http://eprints.soton.ac.uk/id/eprint/424092
ISSN: 0271-4310
PURE UUID: c6a9588f-f215-429d-b147-2055dff59a9b
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Date deposited: 04 Oct 2018 16:30
Last modified: 16 Mar 2024 04:37
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Author:
Zhiping Lin
Author:
Qiyue Zou
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