Title :
Rethinking biased estimation [Lecture Notes]
Author :
Kay, Steven ; Eldar, Yonina C.
Author_Institution :
Univ. of Rhode Island, Kingston
fDate :
5/1/2008 12:00:00 AM
Abstract :
In this lecture note we discuss methods to improve the accuracy of unbiased estimators used in many signal processing problems. Our approach is based on introducing a bias as a means of reducing the mean-squared error (MSE). The important aspect of our framework is that the reduction in MSE is guaranteed for all values of the unknown parameter.
Keywords :
estimation theory; mean square error methods; signal processing; biased estimation; mean-squared error; signal processing problems; Algorithm design and analysis; Estimation error; Estimation theory; Parameter estimation; Reactive power; Signal processing; Signal processing algorithms; Signal to noise ratio; Sonar; Statistics;
Journal_Title :
Signal Processing Magazine, IEEE
DOI :
10.1109/MSP.2008.918027
