MATLAB Implementation of the CRB Algorithm with Code Examples

In this article, we will thoroughly explore the implementation of the CRB algorithm along with a practical application example. The CRB (Cramér-Rao Bound) algorithm is a method for estimating covariance matrices, widely applicable in signal processing, astronomy, wireless communications, and other fields. The implementation of the CRB algorithm involves multiple disciplines including mathematics, statistics, and computer science, requiring careful and in-depth study. This article will discuss the principles of the CRB algorithm, its implementation process, and its application in a specific scenario. Through MATLAB code examples, we will demonstrate key implementation aspects such as parameter initialization, likelihood function calculation, and Fisher Information Matrix computation. The implementation typically involves functions like cov() for covariance estimation and matrix operations for bound calculation. Readers will gain a better understanding of the CRB algorithm's practical applications and significance through this comprehensive guide.