
A recursive algorithm for computing Cramer-Rao
... Fi’F, or F;’E,[V”Q(@;8)] by a column vector (see (18)). By appropriately ch-&sing the complete-data space, this precomputation can be quite simple, e.g., X can frequently be chosen to make F, sparse or even diagonal. If the complete-data space is chosen intelligently, only a few iterations may be re ...
... Fi’F, or F;’E,[V”Q(@;8)] by a column vector (see (18)). By appropriately ch-&sing the complete-data space, this precomputation can be quite simple, e.g., X can frequently be chosen to make F, sparse or even diagonal. If the complete-data space is chosen intelligently, only a few iterations may be re ...