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Measurement speed limit and Cramér-Rao bound for time-averaged estimators

Abstract

We consider a measured system X containing a parameter θ of interest and the problem of estimating this parameter by observing a second, coupled measurement system Y. We show that, in thermodynamic equilibrium, the Fisher information of Y associated with the parameter is bounded by that of X, implying that conservative interactions between X and Y reduce the precision of parameter estimation. Conversely, out of equilibrium, we show that the Fisher information of Y can exceed that of X, so that non-conservative interactions can potentially increase the precision of parameter estimation. For idealized, back-action-free measurements, where the coupling to Y does not perturb X, we derive a speed limit for the increase of Fisher information of Y. This speed limit only depends on the properties of the measured system X and places a fundamental bound on the precision of any back-action-free measurement. As a corollary, we obtain a generalized Cramér-Rao bound (CRB) for time-averaged estimators. We illustrate our results for linear dynamics and suggest a scheme for disturbance-free non-equilibrium sensing with improved accuracy.

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BibTeX
@misc{odajima2026measurement,
  title = {{Measurement speed limit and Cramér-Rao bound for time-averaged estimators}},
  author = {Hiroyuki Odajima and Andreas Dechant},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.32252},
  eprint = {2610.32252},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.32252},
}
RIS
TY  - UNPB
TI  - Measurement speed limit and Cramér-Rao bound for time-averaged estimators
AU  - Hiroyuki Odajima
AU  - Andreas Dechant
PY  - 2026
DA  - 2026/10/23
PB  - arXiv
DO  - 10.48550/arxiv.2610.32252
UR  - https://arxiv.org/abs/2610.32252
AB  - We consider a measured system X containing a parameter θ of interest and the problem of estimating this parameter by observing a second, coupled measurement system Y. We show that, in thermodynamic equilibrium, the Fisher information of Y associated with the parameter is bounded by that of X, implying that conservative interactions between X and Y reduce the precision of parameter estimation. Conversely, out of equilibrium, we show that the Fisher information of Y can exceed that of X, so that non-conservative interactions can potentially increase the precision of parameter estimation. For idealized, back-action-free measurements, where the coupling to Y does not perturb X, we derive a speed limit for the increase of Fisher information of Y. This speed limit only depends on the properties of the measured system X and places a fundamental bound on the precision of any back-action-free measurement. As a corollary, we obtain a generalized Cramér-Rao bound (CRB) for time-averaged estimators. We illustrate our results for linear dynamics and suggest a scheme for disturbance-free non-equilibrium sensing with improved accuracy.
ER  -