TY - JOUR
T1 - LOWER BOUNDS IN PARAMETER ESTIMATION - SUMMARY OF RESULTS.
AU - Weiss, A. J.
AU - Weinstein, E.
PY - 1986
Y1 - 1986
N2 - The authors formulate a general class of lower bounds on the attainable mean square error (MSE) in parameter estimation, and show that the Cramer-Rao, Bhattacharyya, and Bobrovsky-Zakai lower bounds are special cases in the class. They then produce a lower bound in the class that is often significantly tighter than the abovementioned bounds. The proposed bound is simple to analyze and compute; it is free from bias and regularity assumptions; it readily incorporates a priori information; and it readily generalizes to the estimation of vector parameters and any given function of the parameters.
AB - The authors formulate a general class of lower bounds on the attainable mean square error (MSE) in parameter estimation, and show that the Cramer-Rao, Bhattacharyya, and Bobrovsky-Zakai lower bounds are special cases in the class. They then produce a lower bound in the class that is often significantly tighter than the abovementioned bounds. The proposed bound is simple to analyze and compute; it is free from bias and regularity assumptions; it readily incorporates a priori information; and it readily generalizes to the estimation of vector parameters and any given function of the parameters.
UR - http://www.scopus.com/inward/record.url?scp=0022921375&partnerID=8YFLogxK
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AN - SCOPUS:0022921375
SN - 0736-7791
SP - 569
EP - 572
JO - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
JF - Proceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
ER -