Cramer-Rao Bound for Constrained Parameter Estimation Using Lehmann-Unbiasedness

Eyal Nitzan, Tirza Routtenberg, Joseph Tabrikian

The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness con…