Cramer-Rao Bound Implementation

Hello orekit dev team !

I’d like to suggest a new feature for the library. I’m working on estimations and my boss asked me to implement the Cramer-Rao Bound in order to provide a minimal variance obtainable by the system we are studying. As a recall :

In estimation theory and statistics, the Cramér–Rao bound (CRB) expresses a lower bound on the variance of unbiased estimators of a deterministic (fixed, though unknown) parameter, stating that the variance of any such estimator is at least as high as the inverse of the Fisher information.

Do you think is a good idea ?

I’m trying to implement this Bound with PartialDerivativesEquations applied to my propagator. It will be a little bit complex to me and probably I will ask for help here. Also I can share my work.

Hi Adelalla,

Sorry for the slow reply. Contributions are always welcome! Sounds like a useful feature, especially now that Orekit can do OD.