A General Class of Lower Bounds in Parameter Estimation

Ehud Weinstein; Anthony J. Weiss

doi:10.1109/18.2647

A General Class of Lower Bounds in Parameter Estimation

Ehud Weinstein^*, Anthony J. Weiss

^*Corresponding author for this work

School of Electrical Engineering

Research output: Contribution to journal › Article › 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#x2014;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
Pages (from-to)	338-342
Number of pages	5
Journal	IEEE Transactions on Information Theory
Volume	34
Issue number	2
DOIs	https://doi.org/10.1109/18.2647
State	Published - Mar 1988

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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#x2014;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.",

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A General Class of Lower Bounds in Parameter Estimation

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