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ARTÍCULO
TITULO

The Cramer?Rao Inequality to Improve the Resolution of the Least-Squares Method in Track Fitting

Gregorio Landi and Giovanni E. Landi    

Resumen

The Cramer?Rao?Frechet inequality is reviewed and extended to track fitting. A diffused opinion attributes to this inequality the limitation of the resolution of the track fits with the number N of observations. It will be shown that this opinion is incorrect, the weighted least squares method is not subjected to that N-limitation and the resolution can be improved beyond those limits. In previous publications, simulations with realistic models and simple Gaussian models produced interesting results: linear growths of the peaks of the distributions of the fitted parameters with the number N of observations, much faster than the N--v N of the standard least-squares. These results could be considered a violation of a well-known 1/N 1 / N -rule for the variance of an unbiased estimator, frequently reported as the Cramer?Rao?Frechet bound. To clarify this point beyond any doubt, a direct proof of the consistency of those results with this inequality would be essential. Unfortunately, such proof is lacking. Hence, the Cramer?Rao?Frechet developments are applied to prove the efficiency (optimality) of the simple Gaussian model and the consistency of the linear growth. The inequality remains valid even for irregular models supporting the similar improvement of resolution for the realistic models.

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