Title :
A general class of lower bounds in parameter estimation
Author :
Weinstein, Ehud ; Weiss, Anthony J.
Author_Institution :
Dept. of Electron. Syst., Tel Aviv Univ., Israel
fDate :
3/1/1988 12:00:00 AM
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. The extension of these bounds to multiple parameter is discussed
Keywords :
Bayes methods; information theory; parameter estimation; Bayesian lower bounds; Bhattacharyya lower bound; Bobrovsky-Zakai lower bound; Cramer-Rao lower bound; Weiss-Weinstein lower bounds; information theory; multiple parameter; parameter estimation; vector parameters; Block codes; Decoding; Encoding; Error analysis; Error correction codes; Parameter estimation; Q measurement; Sea measurements; Systems engineering and theory; Vectors;
Journal_Title :
Information Theory, IEEE Transactions on
