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Performance Bounds and Uncertainty Quantification

In: Coherence

Author

Listed:
  • David Ramírez

    (Universidad Carlos III de Madrid)

  • Ignacio Santamaría

    (Universidad de Cantabria)

  • Louis Scharf

    (Colorado State University)

Abstract

This chapter begins with the Hilbert space geometry of quadratic performance bounds and then specializes these results to the Euclidean geometry of the Cramér-Rao bound for parameters that are carried in the mean value or the covariance matrix of a MVN model. Coherence arises naturally. A concluding section on information geometry ties the Cramér-Rao bound on error covariance to the resolvability of the underlying probability distribution from which measurements are drawn.

Suggested Citation

  • David Ramírez & Ignacio Santamaría & Louis Scharf, 2022. "Performance Bounds and Uncertainty Quantification," Springer Books, in: Coherence, chapter 10, pages 297-316, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-13331-2_10
    DOI: 10.1007/978-3-031-13331-2_10
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