A general class of lower bounds in parameter estimation

Ehud Weinstein; Anthony J. Weiss

doi:10.1109/9780470544198.ch10

A general class of lower bounds in parameter estimation

Ehud Weinstein, Anthony J. Weiss

School of Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

A general class of Bayesian lower bounds on moments of the error in parameter estimation is formulated, and it is shown that the Cramer-Rao, the Bhattacharyya, the Bobrovsky-Zakai, and the Weiss-Weinstein lower bounds are special cases in the class. The bounds can be applied to the estimation of vector parameters and any given function of the parameters.

Original language	English
Title of host publication	Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
Publisher	Wiley-IEEE Press
Pages	167-170
Number of pages	4
ISBN (Electronic)	9780470544198
ISBN (Print)	0470120959, 9780470120958
DOIs	https://doi.org/10.1109/9780470544198.ch10
State	Published - 1 Jan 2007

Keywords

Bayesian methods
Covariance matrix
Estimation
Linear matrix inequalities
Matrices
Parameter estimation
Sea measurements

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10.1109/9780470544198.ch10

Cite this

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A general class of lower bounds in parameter estimation

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Keywords

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