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We give a recursive algorithm to calculate submatriees of the Cramer-Rao (CR) matrix bound on the eovpriance of any unbiased estimator of a vector parameter 9. Our a≺&bm unmputea a scqpcnee of lcrwer bounds that oonvmges I P O~ to tBe CR b o d a#h email@example.com speed of Ewvergence. The naueive PlgMithm uses an invertible "splitting matrix" to successively approximate the inverse Fisher information matrix. We present a statistical approach to selecting the splitting matrix based on a ' " n~e t e ddoi:10.1109/18.335955 fatcat:nelx2rkz3zcdbgl545ifdmagb4