ABSTRACT
The Cramér-Rao inequality, also known as the information inequality, provides a
lower limit, called the Cramér-Rao lower bound (CRLB), for the covariance matrix
of unbiased estimators. It is named after the Swedish statistician Harald Cramér
(1893-1985) and the Indian American statistician Calyampudi Radhakrishna Rao
(1920-). An unbiased estimator that attains the CRLB is called a statistically ef-
ficient estimator because it has the smallest variance among all unbiased esti-
mators. The CRLB has been studied for the estimation of sinusoidal parame-
ters under various conditions. It is widely used as a performance benchmark for
comparing the accuracy and statistical efficiency of different estimators.
