Abstract: This paper explores the derivation of the CramerRao Lower Bound (CRLB) from the perspective of Wiener filtering. Both CRLB and Wiener filtering are crucial topics in statistical signal ...

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The quantity of interest in the classical Cramér-Rao theory of unbiased estimation (e.g., the Cramér-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of ...