Lower bounds on the mean square estimation error

Ehud Weinstein; Anthony J. Weiss

doi:10.1109/9780470544198.ch9

Lower bounds on the mean square estimation error

Ehud Weinstein, Anthony J. Weiss

School of Electrical Engineering

Woods Hole Oceanographic Institution

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

Abstract

A general class of lower bounds on the mean square error (mse) in random parameter estimation is formulated. These bounds are generated using functions of the parameter and the data that are orthogonal to the data. Aparticular choice in the class yields a new lower bound which is superior to both the Cramer-Rao and Bobrovsky-Zakai lower bounds.

Original language	English
Title of host publication	Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
Publisher	Wiley-IEEE Press
Pages	166
Number of pages	1
ISBN (Electronic)	9780470544198
ISBN (Print)	0470120959, 9780470120958
DOIs	https://doi.org/10.1109/9780470544198.ch9
State	Published - 1 Jan 2007

Keywords

Diffusion processes
Estimation error
Filtering
Mean square error methods
Modulation
Oceans
Parameter estimation

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10.1109/9780470544198.ch9

Cite this

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Lower bounds on the mean square estimation error

Abstract

Keywords

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