Cram\'er-Rao Bounds for Blind Multichannel Estimation

Understand

In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM).

• The Cram\'er-Rao Bound (CRB), which is the inverse of the FIM, is then not defined.
• To regularize the estimation problem, one can impose constraints on the parameters and derive the corresponding CRBs.
• The correspondence between local identifiability and FIM regularity is studied here.