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For many nonlinear estimation problems, classical lower bounds such as the Cramer-Rao bound (CRB) can characterize the mean squared error (MSE) performance only in the asymptotic region. While more powerful bounds like the Ziv-Zakai bound (ZZB) can also predict the best MSE performance in the nonasymptotic region, they may complicate the computation to an unaffordable extent. In this paper, for estimators...
In the interest of complexity reduction or to facilitate efficient distributed computation using consensus, truncated versions of the optimal hypothesis test are considered for a canonical multivariate Gaussian problem with observations. The truncated tests employ correlation terms involving any given observation. The focus is on cases with a large such that significant efficiency results...
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