Extended Ziv-Zakai lower bound for vector parameter estimation

Author

Bell, Kristine L. ; Steinberg, Yossef ; Ephraim, Yariv ; Van Trees, Harry L.

Author_Institution

Dept. of Appl. & Eng. Stat., George Mason Univ., Fairfax, VA, USA

Volume

43

Issue

2

fYear

1997

fDate

3/1/1997 12:00:00 AM

Firstpage

624

Lastpage

637

Abstract

The Bayesian Ziv-Zakai bound on the mean square error (MSE) in estimating a uniformly distributed continuous random variable is extended for arbitrarily distributed continuous random vectors and for distortion functions other than MSE. The extended bound is evaluated for some representative problems in time-delay and bearing estimation. The resulting bounds have simple closed-form expressions, and closely predict the simulated performance of the maximum-likelihood estimator in all regions of operation

Keywords

Bayes methods; array signal processing; direction-of-arrival estimation; maximum likelihood estimation; vectors; Bayesian Ziv-Zakai bound; arbitrarily distributed continuous random vectors; bearing estimation; closed-form expressions; distortion functions; extended Ziv-Zakai lower bound; maximum-likelihood estimator; mean square error; time-delay estimation; uniformly distributed continuous random variable; vector parameter estimation; Bayesian methods; Closed-form solution; Direction of arrival estimation; Information theory; Life estimation; Mean square error methods; Nonlinear distortion; Parameter estimation; Random variables; Statistics;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.556118

Filename

556118