The Stochastic Crb For Array Processing A Textbook Derivation Access

Define the FIM as: [ \mathbfF = \beginbmatrix \mathbfF \theta\theta & \mathbfF \theta p & \mathbfF \theta \sigma^2 \ \mathbfF p\theta & \mathbfF pp & \mathbfF p\sigma^2 \ \mathbfF \sigma^2\theta & \mathbfF \sigma^2 p & \mathbfF_\sigma^2\sigma^2 \endbmatrix ]

The CRB for ( \boldsymbol\theta ) (with nuisance parameters ( \mathbfp, \sigma^2 )) is: [ \textCRB(\boldsymbol\theta) = \left( \mathbfF \theta\theta - [\mathbfF \theta p \ \mathbfF \theta \sigma^2] \beginbmatrix \mathbfF pp & \mathbfF p\sigma^2 \ \mathbfF \sigma^2 p & \mathbfF \sigma^2\sigma^2 \endbmatrix^-1 \beginbmatrix \mathbfF p\theta \ \mathbfF_\sigma^2\theta \endbmatrix \right)^-1 ] Define the FIM as: [ \mathbfF = \beginbmatrix

where ( \boldsymbol\eta ) is the real parameter vector. Define the FIM as: [ \mathbfF = \beginbmatrix